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Re: st: xtabond2 with time-fixed effects


From   sanjesh kumar <kumarsanjesh2004@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtabond2 with time-fixed effects
Date   Mon, 6 Jun 2011 19:43:54 -0700 (PDT)

hello do as follows and it will be fine

xi: xtabond2 x y z i.year , gmm (x y , lag(2 2)) iv(z)  two small



----- Original Message ----
> From: lreine ycenna <lreine.ycenna@gmail.com>
> To: statalist@hsphsun2.harvard.edu
> Sent: Tue, June 7, 2011 1:05:59 AM
> Subject: st: xtabond2 with time-fixed effects
> 
> Hello,
> 
> How do I add time-fixed effects onto xtabond2?
> 
> In OLS, it would be regress x y z i.year
> 
> In system estimation,
> 
> xtabond2 x y z , gmm (x y , lag(2 2)) iv(z)  two small
> 
> I've tried to have i.year after z and after small but it tells me that
> 
> factor variables not allowed
> r(101);
> 
> What would be the equivalent function for i.year under xtabond2?
> *
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