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


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtabond2: all variables are dropped due to collinearity
Date   Mon, 28 Aug 2006 11:20:15 -0400

Kono,

I think that Austin is right. Maybe it is better for your understanding:
-gen newtime=(periodstart-1966)/4- and -tsset ccode newtime-.

Rodrigo. 

----- Original Message ----- 
From: "Austin Nichols" <austinnichols@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Monday, August 28, 2006 10:38 AM
Subject: Re: st: xtabond2: all variables are dropped due to collinearity


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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