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, statalist.org is already up and running.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
San K <firstname.lastname@example.org>
Mon, 1 Nov 2010 13:47:39 +1100
I never used Stata but trying to understand what the consultant did. I
can't get hold him anymore.
He ran a model as follows:
xtabond2 l(0/1).lconsSum l(0/2).
waitedAvgPrice MortgageToIncome restrictionsL2 RainAvg HotAvg EvaAvg numDays,
gmmstyle(lconsSum, laglimits(3 4) equation(diff))
ivstyle(L2.MortgageToIncome restrictionsL2 RainAvg L2.HotAvg L2.EvaAvg
gmmstyle(lconsSum, laglimits(4 4) equation(level))
twostep ar(3) robust
Can anyone kind enough to explain the above code please?
* For searches and help try: