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re:st:re: xtabond2 error

From   CF Baum <>
Subject   re:st:re: xtabond2 error
Date   Fri, 02 Dec 2011 15:44:55 -0500

Thanks a lot for your help. I am in fact using the lag suboption and still getting the error. Here is my command:

xtabond2 mmisspay l.mmisspay week week2 pastmisswk pastmissgrpwk ageweek-hhstructweek nmembersweek age_grpweek-hhstruct_grpweek if sex==1,  gmm(mmisspay pastmisswk pastmissgrpwk, lag(2 2)) iv(ageweek-hhstructweek nmembersweek age_grpweek-hhstruct_grpweek, eq(level)) cluster(centerid);

I don't see week and week2 anywhere in the instrument list. Recall that in Roodman's -xtabond2- everything before the comma generally should also appear after the comma. Try dropping some of the regressors and just fitting it with the LDV and one or two IV instruments and see what happens. Presuming you're using Stata 12, memory allocation should be automatic.


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