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st: AW: xtdpd syntax v. xtabond2 syntax


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: xtdpd syntax v. xtabond2 syntax
Date   Fri, 27 Feb 2009 09:24:02 +0100

<> 

Wait a minute: -xtdpd- is an official Stata command, while -xtabond2- comes
from ssc, right? -xtabond2- is acknowledged in the entry [xt]xtdpd, but to
expect both commands to behave similarly would be asking too much...



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Nola Agha
Gesendet: Freitag, 27. Februar 2009 02:13
An: statalist@hsphsun2.harvard.edu
Betreff: st: xtdpd syntax v. xtabond2 syntax

Hi Statalisters -
  I was under the impression that xtdpd was Stata's new version of xtabond2.
If that was true then shouldn't these two statements produce the same
results?


xtdpd rpci06 L.rpci06 dpop emprate affilf indf stadnewdum year1-year21,
dgmmiv
(rpci06) iv(dpop emprate affilf indf stadnewdum year1-year21) twostep vce
(robust)

xtabond2 rpci06 L.rpci06 dpop emprate affilf indf stadnewdum year1-year21,
gmm
(rpci06) iv(dpop emprate affilf indf stadnewdum year1-year21) twostep robust

Yet, I'm getting very different standard errors and coefficients.  Any
thoughts?

Thanks,
Nola






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