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st: Re: viewing the instrument matrix


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: viewing the instrument matrix
Date   Tue, 6 Sep 2005 08:40:59 -0400

iii) there is only one dependent variable (xtabond2 is a single- equation estimator) and its name is in e(depvar).

ii) The names of the regressors will be stored as the column labels of matrix e(b). Use extended macro functions to turn those names into a varlist.

i) Likewise for the instruments; their names should be in the column labels of e(A1) or e(A2).

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Sep 6, 2005, at 2:33 AM, Alessandra wrote:



I am using the xtabond2 command and would like to view the following matrices:

(i) the instrument matrix (Z)
(ii) the regressors matrix (X)
(iii) the vector of left-hand side varables (y)

which are used to construct the one-step estimates relative to the first-difference Arellano and Bond estimator.

Does anyone have any idea on how I can access these matrices?
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