Hello,
Would someone please tell me why the estimation results of the following two xtabond2 command are different? I am using the same variables but in two different ways of using xtabond2.
xtabond2 sav l.sav gr ca inf intrt dep finacc finaccsq , gmm(l.sav gr ca inf intrt dep, lag(0 1) collapse) iv(finacc finaccsq) robust nodiffsargan
xtabond2 L(0/1).sav gr ca inf intrt dep finacc finaccsq , ///
gmmstyle(L.( sav gr ca inf intrt dep ), equation(diff) laglimits(0 1)collapse ) ///
gmmstyle(L.( sav gr ca inf intrt dep), equation(level) laglimits(0 1)collapse)ivstyle(finacc finaccsq, equation(level)) robust nodiffsargan
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