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RE: st: AW: System GMM - Difference GMM


From   "[iso-8859-1] Laia Cirera i Crivill�" <[email protected]>
To   Statalist <[email protected]>
Subject   RE: st: AW: System GMM - Difference GMM
Date   Mon, 18 Jan 2010 15:45:43 +0100

Sorry for the misspecification. 
 
What I meant is that when running the following equation (DIFF GMM) with Stata 10.1: 
xtabond exp ddpd camb cut quant prec, lags(1) maxldep(2) robust artests(2) 

Although Stata doesn't give me any error, I get different coefficient estimates as with Stata 8.2.
 
 
On the other hand, when running System GMM in Stata 10.1: 
xtdpdsys exp l.exp ddpd camb cut quant prec, gmm(exp, lag(2 3)) robust
 
 
Stata gives me an error: gmm(exp, lag(2 3)) invalid r(198)

 
Does anybody know which could be the problem?
 
Thank you for your help. 
 
 
Laia
 
 
> From: [email protected]
> To: [email protected]
> Subject: st: AW: System GMM - Difference GMM
> Date: Mon, 18 Jan 2010 14:26:30 +0100
> 
> 
> <> 
> 
> 
> "don't work" is not a good description of your problem. What does not work?
> What is the error message? Have you -update-d?
> 
> 
> HTH
> Martin
> 
> 
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von [iso-8859-1]
> Laia Cirera i Crivillé
> Gesendet: Montag, 18. Januar 2010 12:36
> An: Statalist
> Betreff: st: System GMM - Difference GMM
> 
> Dear all, 
> 
> I had been using Stata 8.2 and I am now using Stata 10.1. 
> There are some commands which don't work with Stata 10.1: 
> 
> When estimating Difference GMM: 
> 
> xtabond exp ddpd camb cut quant prec, lags(1) maxldep(2) robust artests(2) 
> 
> 
> When estimating System GMM: 
> 
> xtabond2 exp l.exp ddpd camb cut quant prec, gmm(exp, lag(2 3)) robust 
> 
> 
> Does anybody know which would be the equivalent commands for Stata 10.1?
> Thank you very much. 
> 
> 
> Laia 
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