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


From   kono hisaki <[email protected]>
To   [email protected]
Subject   Re: st: xtabond2: all variables are dropped due to collinearity
Date   Tue, 29 Aug 2006 09:48:30 +0900 (JST)

Thank you Austin and Rodorigo!!!
you are right,
the problem was solved as I use xtabond after -gen newtime=(periodstart-1966)/4-
and -tsset ccode newtime-.
I really appreciate your help.
Thanks so much.

Kono


--- "Rodrigo A. Alfaro" <[email protected]> wrote:

> 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" <[email protected]>
> To: <[email protected]>
> 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 <[email protected]> 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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