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RE: st: re: xtabond


From   "Jing Tong" <ljtong@ucdavis.edu>
To   Kit Baum <baum@bc.edu>, statalist@hsphsun2.harvard.edu
Subject   RE: st: re: xtabond
Date   Thu, 9 Aug 2007 18:25:37 -0700 (PDT)

Thank you, Kit. Comparing your example with mine, I am wondering if 
something wrong with my xtabond command. In my xtabond command, I just 
list dept variable (g_lypcc) with other indept vars (pop100cr, a_pol and 
inst). But in your example, you have something like, l(0/1).w l(0/2).(k 
ys) yr1980-yr1984. Could you please explain further what's l(0/1); .w l
(0/2); .(k ys); and yr1980-yr1984 mean? I saw similar example in the 
Stata help. But it seems to me they are not options, also not lised in 
the Syntax. 

Thank you very much for your help!

Jing 

> 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 cannot reproduce this problem. I did 'webuse abdata' and removed a  
> number of observations at random from the middle of the timeseries,  
> creating gaps, so that I get
> 
> 
> . tsset
>         panel variable:  id (unbalanced)
>          time variable:  year, 1976 to 1984, but with gaps
>                  delta:  1 unit
> 
> 
> .  tsreport, list panel
> 
> Observations with preceding time gaps
> ----------------------------------
>     Record |         id        year
> ----------+-----------------------
>         37 |          6        1979
>         92 |         14        1981
>        234 |         34        1983
> ----------------------------------
> 
> .  xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2)
> 
> The xtabond command still runs fine in the presence of gaps in the  
> middle of units' time series.
> 
> 
> Kit Baum, Boston College Economics and DIW Berlin
> http://ideas.repec.org/e/pba1.html
> An Introduction to Modern Econometrics Using Stata:
> http://www.stata-press.com/books/imeus.html
> 
> 
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