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Re: st: xtabond
Date sent: Mon, 15 Sep 2003 23:00:04 -0400 (EDT)
From: Mine Zeynep Senses <email@example.com>
Subject: st: xtabond
Send reply to: firstname.lastname@example.org
> I sent this e-mail a while ago and I got no reply. I am sort of hoping
> that somebody who used this command joined the list in the meantime. sorry
> for duplicates but I am sort of getting desperate!!
> so any little help will be very appreciated.
> > I have a question regarding the xtabond command. I am using:
> > xi: xtabond investment_2, lags(1) maxlags(3) pre(sales_k, lag(0,3))
> > pre(cash_k, lag(0,3)) diffvars(i.year i.industry)
> > I want to add an interaction variable: year*cash_k. Year is a dummy
> > variable and cash_k is predetermined. So what i would like is to
> > instrument this variable with year*cash_k(lag) etc. Defining it
> > predetermined will use (year*cash_k)(lag) which is probably not right.
Can you explain why you think this isn't right? Put another way, I
don't see why you can't define a new variable called yearcash_k which
is the interaction of year and cash_k and simply work with that.
> > is there a way to do this? I will appreciate any help.
> > mine
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
* For searches and help try:
- st: xtabond
- From: Mine Zeynep Senses <email@example.com>