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


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Error Message after "cluster" with "xtabond2"
Date   Wed, 9 Sep 2009 14:29:47 +0100

Erasmo,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Erasmo Giambona
> Sent: Wednesday, September 09, 2009 2:21 PM
> To: statalist
> Subject: st: Error Message after "cluster" with "xtabond2"
> 
> 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.

You also need to tell us which Stata you are running.  The -update-
command will tell you the details.

--Mark

> 
> 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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> *   http://www.ats.ucla.edu/stat/stata/
> 


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