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RE: RE: st: RE: Already Differenced Variables in xtabond2


From   "David M. Drukker, StataCorp" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   RE: RE: st: RE: Already Differenced Variables in xtabond2
Date   Wed, 09 Nov 2005 14:15:43 -0600

In the process of providing a very nice answer about already differenced
variables, David Roodman <DRoodman@CGDEV.ORG> said that

>         there appeared to be a bug in xtabond that occurs when the
>         time series for an individual is interrupted in the middle.

This bug was fixed in Stata 9.1.

-xtabond- and -xtabond2- produce the same point estimates on datasets with
interrupted time series.

      David
      ddrukker@stata.com
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