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Re: st: "xtdpdsys" command and "collapse" option

From   Maarten Buis <>
Subject   Re: st: "xtdpdsys" command and "collapse" option
Date   Wed, 10 Oct 2012 16:02:39 +0200

On Wed, Oct 10, 2012 at 3:48 PM,  <> wrote:
> I know the xtabond2 command, however, xtabond2 gives you huge
> possibilities for estimation. My problem with xtabond2 is that you have a
> lot of freedom to change the results by taking different options. I feel
> like manipulating the results by using xtabond2. Therefore, I decided to
> use the xtdpdsys command, which is quite simple and easy reproducible.

I don't understand that argument; How is arbitrarily choosing
-xtdpdsys- over -xtabond2- any less manipulative than choosing
particular options of -xtabond2-. The fact that you artificially
reduced the set of choices by ignoring the existence of -xtabond2- did
not make those choices go away. Seems to me you'll just have to learn
what all these models do and make an informed decision about which
model to use.

-- Maarten

Maarten L. Buis
Reichpietschufer 50
10785 Berlin
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