st: re: inference on coefficients

From	Kit Baum <[email protected]>
To	[email protected]
Subject	st: re: inference on coefficients
Date	Sat, 3 Nov 2007 17:36:32 -0400

Ben,

The example in the help file (adding the vce(robust) works fine:

. xtabond n l(0/1).w l(0/2).(k ys) yr1980-yr1984, lags(2) twostep vce (robust)

Arellano-Bond dynamic panel-data estimation Number of obs = 611
Group variable: id Number of groups = 140
Time variable: year
...

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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