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st: estat abond


From   "Martin Baumgarten" <Pandaros@gmx.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: estat abond
Date   Tue, 20 Oct 2009 11:14:53 +0200

Hello everybody,

after a system GMM estimation with the xtdpd command 
(The details of the regression:

Number of obs=193, 
Number of groups=79,
Number of instruments =20
and 4 endogenous plus 3 exogenous variables
hascons vce(robust) ),

i use the command estat abond to obtain the results for the Arellano-Bond test. It gives me the following

-----------------------+
|Order |  z     Prob > z|
|------+----------------|
|   1  |-2.2891  0.0221 |
|   2  |      .       . |


It drops the important last entry.
Does someone know why and what to do about it?

Thank you for your help!

best wishes

martin

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