Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

st: xtabond2 bug fix

From   "David Roodman (" <DRoodman@CGDEV.ORG>
To   "" <>
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

*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index