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st: xtabond2 bug fix


From   "David Roodman (droodman@cgdev.org)" <DRoodman@CGDEV.ORG>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: xtabond2 bug fix
Date   Wed, 1 Sep 2010 16:09:23 +0000

xtabond2 had a bug in it that caused it to unnecessarily restrict the sample in the "difference" (transformed) equation when using the forward orthogonal deviations transform (-orthog- option). This did not harm consistency, but it undermined a claimed advantage of FOD, that it can allow larger samples in panels with gaps. Kit Baum has just posted the fix. Thanks to Julian Reif for spotting the problem.

To get the latest version of xtabond2, type "ssc install xtabond2, replace" and then either restart Stata or type "mata mata mlib index" (not a typo).

--David Roodman

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