# Re: st: time-invariant regressors in xtdpdsys

 From "David M. Drukker" <[email protected]> To Stata List <[email protected]> Subject Re: st: time-invariant regressors in xtdpdsys Date Wed, 6 Aug 2008 14:14:49 -0500 (CDT)

```Hewan Belay <[email protected]> asked how to prevent -xtdpd- to from
dropping time-invariant regressors.

The answer is the -hascons- option.

Hewan asked this question in the context of how to get -xtdpd- to reproduce
the results of -xtdpdsys-.

Below my signature is a version of Hewan's example that answers these
questions.

--David
<[email protected]>

. webuse abdata, clear

. by id, s: egen avg_emp = mean(emp)

. /* No. 1 */    xtdpdsys         n w k avg
note: avg_emp dropped from div() because of collinearity

System dynamic panel-data estimation         Number of obs         =       891
Group variable: id                           Number of groups      =       140
Time variable: year
Obs per group:    min =         6
avg =  6.364286
max =         8

Number of instruments =     38               Wald chi2(4)          =   4550.53
Prob > chi2           =    0.0000
One-step results
------------------------------------------------------------------------------
n |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
n |
L1. |   .5514304    .043601    12.65   0.000      .465974    .6368869
w |  -.6130319   .0513926   -11.93   0.000    -.7137595   -.5123042
k |   .3334923   .0239851    13.90   0.000     .2864823    .3805022
avg_emp |  -.0032794   .0042283    -0.78   0.438    -.0115668    .0050079
_cons |   2.541278   .1785823    14.23   0.000     2.191263    2.891293
------------------------------------------------------------------------------
Instruments for differenced equation
GMM-type: L(2/.).n
Standard: D.w D.k
Instruments for level equation
GMM-type: LD.n
Standard: _cons

. /* No. 2 */    xtdpd L(0/1).n w k avg, div(w k) dgmmiv(n) lgmmiv(n) hascons

Dynamic panel-data estimation                Number of obs         =       891
Group variable: id                           Number of groups      =       140
Time variable: year
Obs per group:    min =         6
avg =  6.364286
max =         8

Number of instruments =     38               Wald chi2(4)          =   4550.53
Prob > chi2           =    0.0000
One-step results
------------------------------------------------------------------------------
n |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
n |
L1. |   .5514304    .043601    12.65   0.000      .465974    .6368869
w |  -.6130319   .0513926   -11.93   0.000    -.7137595   -.5123042
k |   .3334923   .0239851    13.90   0.000     .2864823    .3805022
avg_emp |  -.0032794   .0042283    -0.78   0.438    -.0115668    .0050079
_cons |   2.541278   .1785823    14.23   0.000     2.191263    2.891293
------------------------------------------------------------------------------
Instruments for differenced equation
GMM-type: L(2/.).n
Standard: D.w D.k
Instruments for level equation
GMM-type: LD.n
Standard: _cons

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```