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Re: st: xtabond


From   "Mansour Farahani" <mfarahan@hsph.harvard.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtabond
Date   Thu, 09 Aug 2007 18:10:47 -0400

You can create another variable for time like

sort prov
by prov: generate t=[_n]
tsset prov t

where your id is the identification number for each entity in the panel. In this way there should not be any gap then in the data. then you and you can run xtabond.

hope it helps.

Mansour

>>> "Jing Tong" <ljtong@ucdavis.edu> 08/09/07 3:48 PM >>>
Dear Stata users

Is anyone of you using (happen to know about) the xtabond (arellano-bond 
linear, dynamic panel-data estimation) in Stata? I need your help very 
much. 

I want to have arellano-bond estimator in my panel data analysis. I know 
the xtabond does the job, but, when I used it in my stata programming, it 
always gave me the wrong message. For example: 

. tsset prov time;
       panel variable:  prov (unbalanced)
        time variable:  time, 1978 to 1998, but with gaps

. xtabond g_lypcc pop100cr a_pol inst, lags(2);
timevar (time) may not contain missing values when option full is 
specified
r(451);

I have no idea what's wrong and what I shold try next. Could you please 
help me to figure it out? Your help would be highly appreciated!

Jing 


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