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Re: st: xtabond2: all variables are dropped due to collinearity


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtabond2: all variables are dropped due to collinearity
Date   Mon, 28 Aug 2006 10:38:02 -0400

kono--
I'm sure David Roodman will reply, with actual expertise to offer, but
I will offer an untested hypothesis: Your -tsset- shows gaps--is it
possible that the lagged values don't exist (i.e. the last year of
data is not in the data, only a value from four years before)?  In
that case, create a new time variable, e.g.
. gen tetrad=periodstart/4
. tsset ccode tetrad
or somesuch.

On 8/28/06, kono hisaki <hisakijapan@yahoo.co.jp> wrote:
I have tried to estimate Blundell-Bond estimator by xtabond2,
. tsset ccode periodstart
      panel variable:  ccode, 10 to 226
       time variable:  periodstart, 1970 to 1990, but with gaps
Thanks for anticipation.
Hisaki
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