Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down at the end of May, and its replacement, **statalist.org** is already up and running.

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

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>

- Prev by Date:
**Re: st: Prais with vce(robust)** - Next by Date:
**st: Stata 10 robust standard errors for xtreg, fe** - Previous by thread:
**Re: st: Prais with vce(robust)** - Next by thread:
**st: Conservatism in analysis and modeling for AR(1) behavior** - Index(es):