Dear Grant,
Have you considered xtgls or xtabond with a robust or gmm estimation?
Regards,
Bob
Robert A. Yaffee, Ph.D.
Research Professor
Silver School of Social Work
New York University
Biosketch: http://homepages.nyu.edu/~ray1/Biosketch2009.pdf
CV: http://homepages.nyu.edu/~ray1/vita.pdf
----- Original Message -----
From: Grant Peter Kabango <[email protected]>
Date: Wednesday, April 1, 2009 7:17 pm
Subject: st: Estimating Dynamic Heterogenous Panels
To: [email protected]
> Dear Statalist,
>
> My model is of the following specification Yit = Yit-1 + Xit + eit ,
> and would like to find out if, apart from 'xtpmg', there exists any
> other Stata command that would facilitate estimation of dynamic
> heterogenous models like mine.
>
> Thanks,
>
> Grant
>
>
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