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st: System - Diff GMM with fixed effects


From   Rolando Campusano <rcampusa@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: System - Diff GMM with fixed effects
Date   Mon, 5 Dec 2011 22:34:15 -0300

Dear Statalisters.

This is the first time i use this service, and im wondering if you can help me with this.

Im trying to run a System GMM and a Diff GMM without the fixed effects in the instruments option, and the program give the error that "Equation not identified. Regessors outnumber instruments".

The code im trying to run is next.

xi: xtabond2 dexp dexplag logl logtfp logkl skill logage dmpim dfor fd1_size fd1_size_fd fd1_tfp fd1_tfp_fd fd1_age fd1_age_fd fd1_for fd1_for_fd i.indyear, nolevel cluster(ciiu3) gmm(dexp dexplag, lag(3 3) collapse) robust iv(logl logtfp logkl skill logage dmpim dfor fd1_size fd1_size_fd fd1_tfp fd1_tfp_fd fd1_age fd1_age_fd fd1_for fd1_for_fd)


Thanks for your help..

Rolando.
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