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st: time-invariant regressors in xtabond2, no level


From   agostino@unical.it
To   statalist@hsphsun2.harvard.edu
Subject   st: time-invariant regressors in xtabond2, no level
Date   Fri, 4 Apr 2008 15:19:49 +0200


dear all,
I'm estimating a model using the xtabon2 command with the option
"nolevel" as I'd like to adopt the Arellano and Bond estimator. Since
the latter implies a first differencing of  the data should't
time-invariant regressors be dropped by STATA? In fact, this does not
happen in my case.
Thank you
Best
Maria





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