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From |
Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk> |

To |
"'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: RE: RE: RE: xtabond and cluster |

Date |
Tue, 16 Mar 2010 12:42:12 +0000 |

Another question would be to ask the point of including dummies in an equation that will be estimated in first-difference form... Rodolphe -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox Sent: mardi 16 mars 2010 12:33 To: statalist@hsphsun2.harvard.edu Subject: st: RE: RE: RE: xtabond and cluster I commented on the one command line I saw, which just wouldn't work. You may well be right. Perhaps if Yu-Luen were to follow advice and show exactly what was typed when calling -xtabond- then better advice would be forthcoming. Nick n.j.cox@durham.ac.uk Martin Weiss "3. The argument to -generate- must be a stubname. If you're trying to include -id_*- in the argument to -generate()-, that's wrong. The test of a stubname is that you can append to it and produce legal new variable names, but * can't appear in variable names. If a varlist had been legal for that option, the syntax would say so." My take on Yu-Luen`s question is that this point was quite clear, and that the problem arose later when "id_*" was fed to -xtabond-. Indeed, the code supplied shows that the -generate- option was used with the perfectly legal "id_". The "variable list" mentioned at the end of the post was probably the one meant for use in -xtabond-... Nick Cox I focus on the dummy question. Your syntax looks wrong on various counts. 1. I assume what's missing here is -tabulate-. The -capture- is irrelevant to the rest of the question. 2. -tabulate- can only be used to generate dummy variables when called with one variable. If you're trying to include -id_*- in the variable list, that won't work. (But you wouldn't get this error message, so you can't mean what you say.) 3. The argument to -generate- must be a stubname. If you're trying to include -id_*- in the argument to -generate()-, that's wrong. The test of a stubname is that you can append to it and produce legal new variable names, but * can't appear in variable names. If a varlist had been legal for that option, the syntax would say so. P.S. I'd advise against the expression "a data" to mean "a dataset". It's bad enough when people treat "data" as singular, even though many regard that as defensible. I'd regard "a data" as unacceptable English in any draft handled by me as adviser, assessor or editor. Ma, Yu-Luen I have a panel data and I use xtabond because my model includes the lagged dependent variable. My question is: am I able to cluster my standard errors by subject using xtabond? If not, what is my alternative? I also have a question about creating dummy variables. I used the following command for creating subject dummy variables: cap company_number distid, gen(id_) But when I include id_* in the variable list, I received an error message suggesting "variable id_* not found". Can anyone assist? * * 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/ * * 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/

**References**:**st: xtabond and cluster***From:*"Ma, Yu-Luen" <yma@ilstu.edu>

**st: RE: xtabond and cluster***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**st: RE: RE: xtabond and cluster***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**st: RE: RE: RE: xtabond and cluster***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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