Dear Statalist,

I already searched for this topic and found similar threads, but I still have problems with making xtdpdsys command equivalent to xtabond2. The reason why I need xtabond2 is because of the "collapse" function.

This is the xtdpdsys command:

Code:
xtdpdsys deposits_ratio hhdebtgdp  nomir_depo  log_incomecap  m1_income y_*, lags(1) maxldep(1) endog(hhdebtgdp  nomir_depo  log_incomecap  m1_income) artests(2)
This is my unsuccessful try of writing a xtabond2 command to yield the same results:

Code:
xtabond2 L(0/1).deposits_ratio hhdebtgdp nomir_depo log_incomecap m1_income y_*, gmm(deposits_ratio hhdebtgdp nomir_depo log_incomecap m1_income, lag(2 .) collapse) iv(y_*, eq(diff))
I would be extremely grateful if someone could help me with translating teh xtdpdsys command into the xtabond2 command.

Thank you in advance!