Thank you!
Kit Baum wrote:
<>
Olga said
but when I tried using xtabond2, I received an error message:
      <istmt>:  3499  xtabond2_mata() not found
I use UNIX machine, could this be an issue?
No. You need to rebuild the index of Mata packages on your machine. 
Easiest way to do that is quit Stata and restart.  Or within Stata you 
can do
mata: mata mlib index
which will do it on the fly. That mata function should then be accessible.
This point is discussed in ITSP, cited below.
Kit Baum   |   Boston College Economics & DIW Berlin   |   
http://ideas.repec.org/e/pba1.html
                              An Introduction to Stata Programming  |   
http://www.stata-press.com/books/isp.html
   An Introduction to Modern Econometrics Using Stata  |   
http://www.stata-press.com/books/imeus.html
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/
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