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st: Help with Dynamic Panel Data Analysis
From
Humaira Asad <[email protected]>
To
STATA HELP <[email protected]>
Subject
st: Help with Dynamic Panel Data Analysis
Date
Fri, 25 Mar 2011 13:26:19 +0000
Hi,
I have done a detailed reading of Wooldrigde, Baltagi, Baum Schaffer Stillman (2007), and Roodman's both articles. As per suggestions of Clive Nicholas and others on Statalist I have also tried xtpcse, but I still need help.
I am working with a panel of 107 countries for 1960-2010 averaged over 5 years with lots of missing values. I get all the coefficients significant for OLS with vce(cluster) option, with xtpcse and with xtreg, pa.xtoverid after xtreg, re vce(cluster cn_no) is insignificant which shows that overidentifying conditions are valid.I am confused as I don't know how to proceed further, the literature in my area have estimated xtabond etc models but when I estimate the same, almost all the coefficients become insignificant.
1. Kindly specify where I am wrong?
2. How should I proceed further?
Humaira Asad
PhD Research Scholar
UoE Business School
University of Exeter, England
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