[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: no value for AR(2) test

From   BAO FAN <>
Subject   st: no value for AR(2) test
Date   Sun, 4 Oct 2009 23:12:49 -0400

My command is

xi:xtabond2 olf l.olf psy l.psy i.t psym, gmm(olf psy,lag(2 2)) iv(i.t) r

olf is "the weeks out of labor market"
psy is "the depression level"
psym is rhe "missing dummy of depression level"

I want to find the causality of depressio on the weeks out of labor market.

The AR(2) test has no value, Stata result is

Arellano-Bond test for AR(2) in first differences: z =      .  Pr > z =      .

I saw some paper said that it needs AR(2) to determine the validity of
lagged variables as the instrument. But it doesn't have it here. How
can I deal with it?



*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index