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]

RE: st: discrepancy xtdpd vs xtabond2

From   "David Roodman (" <>
To   "" <>
Subject   RE: st: discrepancy xtdpd vs xtabond2
Date   Sun, 19 Sep 2010 12:53:57 +0000

Building on the example I posted before, Stata's built-in -gmm- command agrees with -xtabond2- and DPD for Ox and disagrees with -xtdpd-. Try:

xtabond2 n w, gmm(w k, l(2 2)) nolevel

xtdpd n w, dgmmiv(w k, l(2 2)) nocons

gmm (D.n - {rho}*D.w)  xtinstruments(w k, lags(2/2)) instruments(, nocons) deriv(1/rho = -1*D.w) winitial(xt D) onestep vce(unadjusted) variables(w)


*   For searches and help try:

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