Dear Sir/Madam,

I am trying to use the xtabond2 command for system GMM.

I am getting TWO problems, one is that it is saying "NOT SORTED" and another one is ""NO OBSERVATIONS"

Please look at my command and let me know.

Thanks in advance.


. xtabond2 LnFR L.LnFR LnIMR LnGDPPC LnFLPR LnUrba lnEdn LnIND , gmm(LnFR L.LnFR LnIMR LnGDPPC LnFLPR LnUr
> ba lnEdn LnIND , lag(2 2) collapse eq(diff)) iv( legor_uk legor_fr legor_ge legor_sc legor_so , eq(diff)) gmmLnFR L.LnFR Ln
> LnIMR LnGDPPC LnFLPR LnUrba lnEdn LnIND
Favoring space over speed. To switch, type or click on mata: mata set matafavor speed, perm.
No observations.


hhh
. xtabond2 LnFR L.LnFR LnBRANCH LnIMR LnGDPPC LnFLPR LnUrba lnEdn LnIND, gmm( LnFR LnBRANCH LnIMR, lag(2 2) collapse eq(diff)
> ) iv( legor_uk legor_fr legor_ge legor_sc legor_so , eq(diff)) gmm(LnFR LnBRANCH LnIMR LnGDPPC LnFLPR LnUrba lnEdn LnIND, la
> g(1 1) collapse eq(level)) twostep robust
not sorted