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st: xtdpd syntax v. xtabond2 syntax


From   Nola Agha <[email protected]>
To   [email protected]
Subject   st: xtdpd syntax v. xtabond2 syntax
Date   Thu, 26 Feb 2009 20:13:11 -0500

Hi Statalisters -
  I was under the impression that xtdpd was Stata's new version of xtabond2.
If that was true then shouldn't these two statements produce the same results?


xtdpd rpci06 L.rpci06 dpop emprate affilf indf stadnewdum year1-year21, dgmmiv
(rpci06) iv(dpop emprate affilf indf stadnewdum year1-year21) twostep vce
(robust)

xtabond2 rpci06 L.rpci06 dpop emprate affilf indf stadnewdum year1-year21, gmm
(rpci06) iv(dpop emprate affilf indf stadnewdum year1-year21) twostep robust

Yet, I'm getting very different standard errors and coefficients.  Any thoughts?

Thanks,
Nola






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