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st: =?gb2312?B?tPC4tDogWHRhYm9uZCBSb2J1c3Q=?=


From   "Cheng, Xiaoqiang" <Xiaoqiang.Cheng@econ.kuleuven.be>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: =?gb2312?B?tPC4tDogWHRhYm9uZCBSb2J1c3Q=?=
Date   Sun, 12 Nov 2006 23:38:14 +0100

3 solutions in general,
 
1. Try to take lags starting from t-2 or t-3 as instruments. You might find a favorable Sargan test.
2. Exclude some variables that might both correlated with endogenous variables and LHS variable from instruments.
3. Use xtabond2 rather then xtabond.
 
Hope these help.
 
Xiaoqiang

 
________________________________

From: owner-statalist@hsphsun2.harvard.edu 代表 Fausto Araujo
Sent: 11/12/2006 (星期日) 7:50 下午
To: statalist@hsphsun2.harvard.edu
Subject: st: Xtabond Robust




Hi...

I have a problem with xtabond, Sargan test. Any model was not acceptable
because Sargan test. I saw Xtabond robust. In this command don’t have a
sargan estimative. When can I use xtabond robust? Is wrong I use xtabond
robust in my case? If is wrong, what can I use(have other command which
would better)?

Thanks

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