Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Invalid Lags message - gmm, a system of two simultaneous equations


From   "Brian P. Poi" <bpoi@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Invalid Lags message - gmm, a system of two simultaneous equations
Date   Mon, 15 Feb 2010 14:25:23 -0600 (CST)

On Mon, 15 Feb 2010, ari.dothan wrote:

In that case, Brian, I can no longer account for fixed effects in the second
equation. is this correct?
Thank you very much
--

Right. If I understand your model correctly, you are trying to estimate a system of two dynamic equations to panel data at once. All of the commands in Stata that can fit dynamic panel models (-gmm-, -xtabond-, -xtdpd-, and -xtdpdsys-) as well as the user-written -xtabond2- by David Roodman only fit a single structural equation (perhaps as two estimating equations, one in levels and one in differences).

  -- Brian Poi
  -- bpoi@stata.com

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index