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st: Re: xtabond - dropped observations


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: xtabond - dropped observations
Date   Sun, 14 May 2006 07:43:49 -0400

You should be careful with an unbalanced panel, in xtabond/bond2, to ensure that there are no gaps -- that the missing obs. appear only at the beginning or end of each panel's data. My routine -onespell- may be of use here (ssc describe onespell). The A-B estimator is not well defined with more than one 'spell' per unit.

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


On May 14, 2006, at 2:33 AM, Kristine wrote:


I'm trying to figure out a discrepany in the number of
observations reported by xtabond and xtabond2.  For
comparison, I ran basic xtreg, fe.  The number of
observations and groups in the same for the fixed
effects and xtabond2 (Blundell Bond).  However, the
xtabond (Arellano-Bond) reports a different number of
observations.
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