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From |
Johannes Geyer <JGeyer@diw.de> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: xtdpd - a question on "e(sample)" |

Date |
Tue, 22 Jun 2010 15:47:44 +0200 |

Dear Statalisters, I run a dynamic GMM model with Stata. Now i want to create a table with observations per year used in the estimation. I use a second lag of the dependent variable. I thought, that valid observations would start from t=4 onwards when I use the model in first differences: xtdpd L(0/2).Y X1 X2 , div(X1 X2) dgmmiv(Y) twostep tab year if e(sample) I get: [t = 1 .] [t = 2 .] t = 3 N_3 t = 4 N_4 t = 5 N_5 t = 6 N_6 t = 7 N_7 ... And I thougt, that I am estimating a model like the following: (Y_i,t - Y_i,t-1) = A_1 (Y_i,t-1 - Y_i,t-2) + A_2 (Y_i,t-2 - Y_i,t-3) + .... Wouldn't the second lagged term be missing? Because (Y_i,t-3) is not defined for (t<=3) in my setting. Then I would expect to have no observations in the table for t=3. Any help is appreciated, Johannes * * 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**:**Re: st: Prais with vce(robust)***From:*"Brian P. Poi" <bpoi@stata.com>

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