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Wait a minute: -xtdpd- is an official Stata command, while -xtabond2- comes
from ssc, right? -xtabond2- is acknowledged in the entry [xt]xtdpd, but to
expect both commands to behave similarly would be asking too much...
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Nola Agha
Gesendet: Freitag, 27. Februar 2009 02:13
An: [email protected]
Betreff: st: xtdpd syntax v. xtabond2 syntax
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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