Erasmo,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] 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.stata.com/support/statalist/faq
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>
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