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st: xtabond2 specification


From   Crystal Lopez <crystal_lopez01@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond2 specification
Date   Wed, 7 Jun 2006 18:39:08 -0700 (PDT)

Dear Statalisters,

I sent the following message on Sunday but didn't get
any replies, sorry if my questions are silly but I
would really appreciate it if anyone had any
suggestions.

Many thanks,
Crystal

--- Crystal Lopez <crystal_lopez01@yahoo.com> wrote:

> Date: Sun, 4 Jun 2006 16:11:01 -0700 (PDT)
> From: Crystal Lopez <crystal_lopez01@yahoo.com>
> Subject: st: xtabond2 specification
> To: statalist@hsphsun2.harvard.edu
> 
> Dear Statalisters,
> 
> I have two basic questions on specifying a model
> using
> xtabond2.
> 
> 1. The help file states that "most variables used
> will
> twice in the command line." - implying that not all
> have to. Does a specification like:
>  xi: xtabond2 I a b c i.quarter, gmm(L.I b c)
> iv(i.quarter) robust
> 
> make sense, where regressor a does not appear in
> either the gmm or iv option?
> 
> And would the above command be correctly specified
> in
> equation form as follows:
> I_it=B_0*I_it-1 + B_1*a_it + B_2*b_it +
> B_3*c_it+w_t?
> 
> 2. Most examples that I've looked at include the
> dependent variable and/or its lag within the GMM
> options. Are there any general guidelines tht should
> inform whether or not to specify the DV and/or LDV
> within gmm()? Other than some general idea of
> whether
> or not they would be suitable instruments, as well
> as
> looking at the Hansen stat? Is it the "usual"
> practice
> to include them?
> 
> I'd be grateful for any suggestions on any part(s)
> of
> what I've asked above.
> 
> Best,
> Crystal Lopez
> 
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