Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Question about xtabond and lags


From   Marcello Pagano <[email protected]>
To   [email protected]
Subject   st: Question about xtabond and lags
Date   Thu, 27 Oct 2005 09:11:20 -0400

For Brindusa:

BRINDUSA ANGHEL wrote:

On 10/24/05, BRINDUSA ANGHEL <[email protected]> wrote:


Dear Stata users,

I am working with a panel dataset for 7 years.
I am trying to estimate with xtabond the following specification:

xtabond y x1 x2 x3, lags(1) artests(2)

However, I suspect that my x3 variable is endogeneous, so I try the following:

xtabond y x1 x2, lags(1) artests(2) pre(x3, endo).
So, when I run this estimation, STATA will use 5 lags (7-2) of x3 as additional instruments, right?

If I want to use only two lags of the endogeneous variable as instrumens, I understood that I have to write:
xtabond y x1 x2, lags(1) artests(2) pre(x3, lags(.,2) endo).
This means that Stata will use x3 in year 3 and x3 in year 4 as instruments for x3?

If anyone can help me, I would really appreciate it.
Thank you very much!

Brindusa Anghel


*
*   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/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index