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Re: st: dropped varaibles when using TwoStep GMM


From   "Albert Newton" <lacneo@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: dropped varaibles when using TwoStep GMM
Date   Wed, 27 Feb 2008 16:57:43 -0800

Could you please describe your problem more clearly?

On Wed, Feb 27, 2008 at 4:00 PM, ahmed al-darwish <dar_ahmed@yahoo.com> wrote:
> Dear statalisters;
> Can anyone tell me why I get some of my RHS variables
> dropped when adding the two-step option to either
> xtabond or xtabond2?!
>
> Here is the command I'm using:
>
> xtabond2 Y x1 x2  year1990 year2001, two iv(year1990
> year2001) gmm(x1 x2) robust
>
> ? x1 dropped
>
> My panel(10-firmsx17-years)
>
> any comments please
>
> Ahmed
>
>
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