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Re: st: year variables in xtabond

From   Sjoerd van Bekkum <>
To   "" <>
Subject   Re: st: year variables in xtabond
Date   Thu, 3 Jan 2013 03:03:06 +0100


- Your "no observations" error can have many causes unrelated to
estimation (such as including a string variable in your model).
- The abond.dta contains dummies generated perhaps by something as
"tab year, gen()". However, in your own dataset, abond probably works
fine with a prefix such as "xi: abond y x .... i.year, ....."
- I don't think you want to include the year variable AND the dummies
- To use dynamic panel estimators wisely, read Roodman's paper
available at
his other paper cited therein.


Sjoerd van Bekkum
Erasmus University, Netherlands
W    P (+31)-10-4082114   F (+31)
10 - 40 89165

On 2 January 2013 22:36, André Ferreira Coelho
<> wrote:
> Dear statalist,
> I have a basic question regarding xtabond. I have just realized that
> factor variables are not allowed when using -xtabond-.
> How would you control then for individual year effects? I simply tried to
> generate dummy variables for each year but seems that -xtabond-routine does
> not handle them since an error message stating that there are no
> observations is issued.
> Stata manual uses abdata.dta,-webuse abdata-, which contains dummy
> variables in such a way they are labelled for instance as "year==1980",
> which means that they were generated considering in some way the time
> variable year applied in xtset.
> So, basically what I pretend is just to include individual time controls
> such as those used in the manual (i.e. yr1980-yr1984) in addition to the
> variable year.
> Do you know how to do this?
> Best regards,
> Andre Coelho
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