Dear David Roodman/Statalisters,
For some reasons, I cannot get the code below with the cluster option
to run in my laptop. I get the following error message: cluster(gvkey)
invalid. Now, the exact same code works in my office computer. I have
the following version of xtabond2 in the laptop:
. which xtabond2
c:\ado\plus\x\xtabond2.ado
*! xtabond2 2.8.2 16 March 2009
*! David Roodman, Center for Global Development, Washington, DC, www.cgdev.org
*! Copyright David Roodman 2004-09. May be distributed free.
Hany suggestions on what might be causing the problem?
Thanks,
Erasmo
Code:
xtabond2 lev2 unsecured_debt unsecured_growth2 growth_mb
tangib1_classic ln_size3bis profit1 abn_earnings vol_johnson
dinv_taxcredit doploss_forward totdebt_rating
> ln_age regulated_firm yr85 yr86 yr87 yr88 yr89 yr90 yr91 yr92 yr93 yr94 yr95 yr96 yr97 yr98 yr99 yr00 yr01 yr02 yr03 yr04 yr05, gmmstyle(( unsecured_debt unsecured_g
> rowth2 growth_mb tangib1_classic ln_size3bis profit1 abn_earnings vol_johnson ), laglimits(4 6) c ) ivstyle(l(1)(unsecured_debt unsecured_growth2 growth_mb tangib1
> _classic ln_size3bis profit1 abn_earnings vol_johnson ), equation(level)) robust ar(5) cluster(gvkey)
*
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