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st: Error in stata manual on xtdpd?


From   Hewan Belay <hewan_belay@yahoo.com>
To   Stata List <statalist@hsphsun2.harvard.edu>
Subject   st: Error in stata manual on xtdpd?
Date   Tue, 6 Oct 2009 09:57:51 -0700 (PDT)

Dear all,

I was working through the description of xtdpd in Stata's book manual "Longitudinal Data/Panel Data [XT]". Example 5 of xtdpd in both the Stata 10 book (p. 78) and the Stata 11 book (p.80) start by specifying the regression:

xtdpd L(0/1).n L(0/2).(w k) yr1980-yr1984 year, 
div(L(0/1).(w k) yr1980-yr1984 year) dgmmiv(n) hascons

But shouldn't the command correctly read instead:

xtdpd L(0/1).n L(0/2).(w k) yr1980-yr1984 year, 
div(L(0/2).(w k) yr1980-yr1984 year) dgmmiv(n) hascons

After all, since w and k and their lags included in the regression are treated as exogenous, the div() command should include also the second lags since these are specified in the regression. If the stata manual however is correct in specifying the example, I have not properly understood the xtdpd command, hence my question.

Many thanks,
Hewan


      

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