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Re: st: xtabond with unbalanced panel


From   Inés Rodríguez <irodriguez@udesa.edu.ar>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtabond with unbalanced panel
Date   Wed, 26 Mar 2008 11:14:39 -0300 (ART)

I think is better to use
xtabond2 command
I have estimated a similar model using xtanbon2 command
Example:
xtabond2 depvar depvar_1  indepvar1 indepvar2, gmm(depvar_1 , lag(2 3))
iv(indepvar1) small

In adition you can include the  noleveleq option

I hope this helps

Inés

> Dear Statalists,
>
> I am trying to estimate a dynamic growth regression with both endogenous
> and predetermined variables.
>
> gdp(t) = (1+b)gdp(t-1) + X(t-1) + fe + e(t)
>
> Being a beginner in stata I was wondering if you could help me with the
> following two questions:
>
> 1.) To use difference GMM I use the following command
>
> xtabond gdp, endogenous(x....) pre(lprimary lseconday ltertiary)
>
> where the latter referes to lagged education attainment rates and x for
> population growth, say.
>
> With this specification I do not seem to pass the Sargan test and was
> wondering if anyone has a suggestion as to how to reformulate the command
> to increase my chances of passing the test.
>
> 2) My panel (N=89 T=9) is unbalanced. How does xtabond accounts for that /
> how do I adjust my estimators to use the entire dataset without having to
> drop unbalanced observations.
>
> many thanks in advance!
> --
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