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st: xtabond2: all variables are dropped due to collinearity


From   kono hisaki <hisakijapan@yahoo.co.jp>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtabond2: all variables are dropped due to collinearity
Date   Mon, 28 Aug 2006 17:54:25 +0900 (JST)

Dear Statalisters:

I have tried to estimate Blundell-Bond estimator by xtabond2,
only to find the message saying that all the regressors are dropped due to
cllinearity as described below:

Is this because my data is unbalanced panel?
Could anyone tell me how to deal with this problem?

Below is the log:


. tsset ccode periodstart
       panel variable:  ccode, 10 to 226
        time variable:  periodstart, 1970 to 1990, but with gaps

. xtabond2 y L.y L(0/1).(x) d1970-d1986, ivstyle(d1970-d1986) gmmstyle (L.y x)
robust small
Favoring space over speed. To switch, type or click on mata: mata set matafavor
speed.
_cons dropped due to collinearity
L.y dropped due to collinearity
x dropped due to collinearity
L.x dropped due to collinearity
d1970 dropped due to collinearity
d1974 dropped due to collinearity
d1978 dropped due to collinearity
d1982 dropped due to collinearity
d1986 dropped due to collinearity
No observations.


Thanks for anticipation.

Hisaki

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