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st: Error Message after "cluster" with "xtabond2"


From   Erasmo Giambona <e.giambona@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: Error Message after "cluster" with "xtabond2"
Date   Wed, 9 Sep 2009 15:20:46 +0200

Dear David Roodman/Statalisters,

For some reasons, I cannot get the code below with the cluster option
to run in my laptop. I get the following error message: cluster(gvkey)
invalid. Now, the exact same code works in my office computer. I have
the following version of xtabond2 in the laptop:

. which xtabond2
c:\ado\plus\x\xtabond2.ado
*! xtabond2 2.8.2 16 March 2009
*! David Roodman, Center for Global Development, Washington, DC, www.cgdev.org
*! Copyright David Roodman 2004-09. May be distributed free.

Hany suggestions on what might be causing the problem?

Thanks,

Erasmo


Code:

xtabond2 lev2 unsecured_debt unsecured_growth2 growth_mb
tangib1_classic  ln_size3bis profit1  abn_earnings vol_johnson
dinv_taxcredit doploss_forward totdebt_rating
> ln_age regulated_firm yr85 yr86 yr87 yr88 yr89 yr90 yr91 yr92 yr93 yr94  yr95 yr96 yr97 yr98 yr99 yr00 yr01  yr02 yr03 yr04 yr05, gmmstyle(( unsecured_debt unsecured_g
> rowth2 growth_mb tangib1_classic  ln_size3bis profit1  abn_earnings vol_johnson ), laglimits(4 6) c  )  ivstyle(l(1)(unsecured_debt unsecured_growth2 growth_mb tangib1
> _classic  ln_size3bis profit1  abn_earnings vol_johnson ), equation(level)) robust  ar(5) cluster(gvkey)
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