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st: xtabond2- number of observations per group


From   Filipa Alexandra Da Silva Fernandes <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: xtabond2- number of observations per group
Date   Fri, 6 Sep 2013 12:30:42 +0100

Dear Statalist,

I am using the command -xtabond2- in stata 12.1 to perform a one step system GMM. 
However, I cannot understand the number of observations per group that I am obtaining in my output.
My dataset has  a minimum of 3 observations per group and a maximum of 9. However, in the below output, Stata  gives me a minimum of 1 and a maximum of 8 observations.
Can you help me? Is there a way to understand why this is happening?


Thanks,

Filipa



 xi: xtabond2 e el  k w land sl sgrowth i.year i.ind i.countrynew, gmm(el k w, lag(2 .
> )) gmm(land sl sgrowth, lag (2 .)) iv(year* ind* countrynew*) small r nomata noconstant             
>                                 
i.year            _Iyeara2003-2005    (naturally coded; _Iyeara2003 omitted)
i.ind             _Iind_1-2           (naturally coded; _Iind_1 omitted)
i.country      _Icountry_1-2    (naturally coded; _Icountryne_1 omitted)

Building GMM instruments.......
Estimating.
Performing specification tests.

Dynamic panel-data estimation, one-step system GMM
------------------------------------------------------------------------------
Group variable: id                              Number of obs      =    402175
Time variable : year                            Number of groups   =     95740
Number of instruments = 159                     Obs per group: min =         1
F(30, 95740)  =  51855.03                                      avg =      4.20
Prob > F      =     0.000                                      max =         8
--------------------------------------------------------------------------------
               |               Robust
           e |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
---------------+----------------------------------------------------------------
          el |   .6566588   .0246946    26.59   0.000     .6082575      .70506
             k |    .021753   .0169495     1.28   0.199    -.0114679    .0549739
            w |  -.0153329   .0707296    -0.22   0.828    -.1539622    .1232964
       land |  -.3344615   .0781881    -4.28   0.000    -.4877093   -.1812136
      sl |  -.0459528    .024158    -1.90   0.057    -.0933021    .0013965
       sgrowth |   .0262927   .0547286     0.48   0.631    -.0809748    .1335602
   _Iyeara2004 |   3.232151   2.186755     1.48   0.139    -1.053865    7.518167
   _Iyeara2005 |   3.244041   2.186569     1.48   0.138     -1.04161    7.529692
       _Iind_2 |  -.2841066   .5094497    -0.56   0.577    -1.282622     .714409   
 _Icountryne_2 |  -1.939647   2.667379    -0.73   0.467    -7.167681    3.288387
--------------------------------------------------------------------------------
Instruments for first differences equation
  Standard
    D.(year ind country)
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    L(3/.).(el sl)
    L(2/.).(k land sgrowth w)
Instruments for levels equation
  Standard
    year ind countrynew
  GMM-type (missing=0, separate instruments for each period unless collapsed)
    DL2.(el sl)
    DL.(k land sgrowth w)
------------------------------------------------------------------------------
Arellano-Bond test for AR(1) in first differences: z = -15.09  Pr > z =  0.000
Arellano-Bond test for AR(2) in first differences: z =  -1.34  Pr > z =  0.182
------------------------------------------------------------------------------
Sargan test of overid. restrictions: chi2(128)  =5906.37  Prob > chi2 =  0.000
  (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(128)  =1080.95  Prob > chi2 =  0.000
  (Robust, but weakened by many instruments.)

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