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st: problem with Stata/MP 9.2 for UNIX & xtabond2


From   "Juan Ramon Garcia" <jgarcia@fedea.es>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: problem with Stata/MP 9.2 for UNIX & xtabond2
Date   Thu, 1 Feb 2007 11:17:33 +0100

Dear statalist,

I'm running a dynamic panel data model using xtabond2 with Stata/MP for
Unix. When I use noleveleq option (difference GMM), I obtain a
conformability error:

xtabond2 w s l.w  , robust twostep h(2) noleveleq gmmstyle(w s, lag(2
6))
         xtabond2_mata():  3200  conformability error
                 <istmt>:     -  function returned error

However, when I try to estimate this equation in Stata 9.2 for Windows,
xtabond2 works well. Does someone know what is happening?

Thans,
JR

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