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st: xtdpd: how to set lagranges


From   John Bates <lirac271@yahoo.com>
To   Stata <statalist@hsphsun2.harvard.edu>
Subject   st: xtdpd: how to set lagranges
Date   Thu, 31 Dec 2009 07:56:44 -0800 (PST)

Hi,

The -xtdpd- command in Stata 11 allows you to set lag ranges for the differenced equation using the -lagrange()- suboption inside the the -dgmmiv()- option.  However, I can't appear to set lag ranges for the LEVELS equation because there is no corresponding -lagrange()- suboption for -lgmmiv()-.  The ideal model I would like to run is

xtdpd y L.y x, dgmmiv(y, lagrange(3 5)) iv(x) lgmmiv(y, lagrange(2 4))

The closest I can do is 

xtdpd y L.y x, dgmmiv(y, lagrange(3 5)) iv(x) lgmmiv(y)

Any help is appreciated.

John


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