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webuse abdata . xtabond2 n L.n L(0/1).(w k) yr1978-yr1984, robust small gmmstyle(L.n w k) ivstyle(yr1978-yr1984, equation(level)) noleveleq h(2) Group variable: id Number of obs = 751 Time variable : year Number of groups = 140 Number of instruments = 98 Obs per group: min = 5 F(12, 140) = 70.71 avg = 5.36 Prob > F = 0.000 max = 7 . xtabond2 n L.n L(0/1).(w k) yr1978-yr1984, robust small gmmstyle(L.n w k) ivstyle(yr1978-yr1984, equation(level)) h(2) Group variable: id Number of obs = 891 Time variable : year Number of groups = 140 Number of instruments = 129 Obs per group: min = 6 F(12, 139) = 374.43 avg = 6.36 Prob > F = 0.000 max = 8
0 Response to David Roodman's xtabond2: why difference in no of observations between GMMdiff and GMMsys
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