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
Related Posts with xtaond2
Drop observations if they have equal values on variable A but different values dummy variable B- Exporting table of results of prtest for Two-sample test of proportions using VARIABLES NOT GROUPS !
- Weighted mean for each year, by regions in a panel data
- Merge panel data with same variables but different observations
- Append command changes the content of observations of the appended file
Subscribe to:
Post Comments (Atom)
0 Response to xtaond2
Post a Comment