Hello everyone,

I am working with an unbalanced panel dataset that has N = 103 transit agencies and T = 15 years to study the long-run effects of transit demand determinants. This is my first time using Stata, and after going through some literature, I decided to apply the Arellano-Bond system GMM (using the command xtabond2) to obtain a dynamic panel model. Now that I have the coefficients for my model, I am interested in testing whether transit demand behaves asymmetrically towards certain determinants. For example, does transit demand respond the same to an increase in transit fare as it does to when transit fares decrease by the same magnitude. I was wondering if it is possible to test this using Stata?

Thank you in advance!

Regards,
Lisa