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st: AW: System GMM - Difference GMM


From   "[iso-8859-1] Laia Cirera i Crivill�" <[email protected]>
To   Statalist <[email protected]>
Subject   st: AW: System GMM - Difference GMM
Date   Mon, 18 Jan 2010 18:43:22 +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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