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RE: st: RE: Cannot calculate AR and Sargan tests (returning .)

From   "Nick Cox" <>
To   <>
Subject   RE: st: RE: Cannot calculate AR and Sargan tests (returning .)
Date   Wed, 2 Jun 2010 11:24:03 +0100

Sorry, no idea. Others will have had more than my experience (zero) with
these commands. 


Rodrigo Refoios Camejo

Thanks, Nick... I have tried leaving out the dropped variables, but
don't know how to restrict to deeper lags of the dep var, i.e. if
L1.depvar is automatically dropped how can I command to leave it out
of the specification?

On 6/1/10, Nick Cox <> wrote:

> Not my territory, but I would try the command again but this time
> omitting the variables flagged as dropped.

Rodrigo Refoios Camejo

> I'm having a problem to get both the AR and the Sargan tests when
> using xtabond and xtdpdsys (please see below for specification used).
> Basically it's coming back saying that they cannot be calculated with
> dropped variables:

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