st: Cannot understand errors returned from -xtabond2- (from example in SJ titled "How to do xtabond2")

[Misha Spisok <misha.spisok@gmail.com>]

Hello, Statalist!

I am working through the Stata Journal article titled "How to do
xtabond2" (Roodman, 2009, Vol. 9, No. 1, pp. 86-136) and am
encountering some errors that I do not understand in spite of
referring to the error codes (much less remedy).

I am using Stata/SE 11.0.  A complete example (with error output) is below.

webuse abdata, clear

forvalues yr = 1978/1984 {
	forvalues lag = 2 / `= `yr' - 1976' {
		quietly generate z`yr'L`lag' = L`lag'.n if year==`yr'
	}
}

quietly recode z* (. = 0)
		
ivregress 2sls D.n D.(L2.n w L.w k L.k L2.k ys L.ys L2.ys ///
yr1978 yr1979 yr1980 yr1981 yr1982 yr1983)  (DL.n = z*), nocons

note: Z1978L2 dropped due to collinearity
	_rmcoll2list_wrk(): 3301 subscript invalid
		   <istmt>:    - function returned error
r(3301);

end of do-file

r(3301);

xtabond2 n l.n l2.n w l.w l(0/2).(k ys) yr*, gmm(l.n) ///
iv(w l.w l(0/2).(k ys) yr*) h(1) nolevel small

Favoring space over speed.  To switch, type or click on mata: mata set
matafavor speed, perm.
yr1976 dropped due to collinearity
yr1977 dropped due to collinearity
yr1984 dropped due to collinearity
invalid matrix stripe;
ivstyle(w lw l(0/2)(k ys) yr*)
	st_matrixcolstripe():  3300  argument out of range
	     xtabond2_mata():     -  function returned error
                     <istmt>:     -  function returned error
r(3300);

end of do-file

r(3300);

Thank you for your time.

Yours,

Misha
*
*   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/