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st: Re: stata10 xtabond


From   Kit Baum <baum@bc.edu>
To   phyfi <misphy_selfridge@yahoo.com>
Subject   st: Re: stata10 xtabond
Date   Wed, 11 Mar 2009 06:25:22 -0400

I don't know why you think xtabond does not work in Stata 10.1. It is true that in Stata 10 there are now additional commands -- such as xtdpd and xtdpdsys -- but xtabond is still a Stata command. It is very uncommon for StataCorp to remove a command once it has been a part of the language, as this breaks previously-written do-files.


Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html



On Mar 11, 2009, at 03:39 , phyfi wrote:


hy sir,
i have a qs to ask u.
last monday, i joined a workshop on panel data analysis using stata.but the lectrr that time using stata 9.n me using stata 10. the problem occured when we want to do the GMM. the command for stata 9 is xtabond, while for stata 10 is xtdpdsys (according to the lectrr).
in xtabond the result contain sargan test, AR 1 and AR2, but
in xtdpdsys the result does not contain the result of sargan test, AR 1 and AR 2. then we managed to get the new command: estat abond, artests(2) and estat sargan.
but,
the result was totally different from the xtabond.
the result:
AR 1: not significant
AR 2: significant
sargan: significant

the result was wrong right? because my lecturer said the result should be:
AR 1: significant
AR2: not significant
sargan:significant

so sir, is there any command that i can use to replace the xtabond?

tq so much sir..


SYAFI'AH NA'IMAH SAMSUDDIN (PHYFI)
RESEARCH ASSISTANT
SCHOOL of ECONOMICS
FACULTY of ECONOMICS & BUSINESS
NATIONAL UNIVERSITY of MALAYSIA (UKM)
43600 BANGI, SELANGOR
03-89213308
017-2192774




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