[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: XT mixed with lagged dependent variable as predictor
I am posting this again--as I received no response over the memorial day
weekend. Probably got lost in the shuffle.
I am estimating a dynamic model where the lagged values of the dependent
variable are specified as predictors.
This leads to a typical endogeneity problem.
So far, I have used system-GMM to handle it but I would like to use
xtmixed method to address the nested structure of the data.
I need your help.
The question is:
Is there code that I can use to handle endogeneity while using xtmixed?
* For searches and help try: