Dear all,
I estimate a dynamic panel model using xtabond command. Next I use xtabond postestimation command "estat abond" to obtain Arellano-Bond test for zero autocorrelation in first-differenced errors. The results are like the one below:
Arellano-Bond test for zero autocorrelation in first-differenced errors
+-----------------------+
|Order | z Prob > z|
|------+----------------|
| 1 |-2.5735 0.0101 |
| 2 |-1.6586 0.0972 |
+-----------------------+
H0: no autocorrelation
How can I export the results, together with the A-B test results to Excel? I can export the results using outreg2 (below), but how to add the p-values from the test? I'm using Stata 16
xtabond y_var x_var1 xvar_2, maxlag(1) vce(robust)
est store results
estat abond
outreg2 [results] using results.xls stats (coef se)
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