Hello all,
What's wrong with command ?
by COUNTR (BANK YEAR), sort: xtabond2 ROA L.ROA GRTH MIX EFFIC SIZE SOLV RISK LIQUID LEVR CONC INFL ECOGRTH, gmm(L.ROA GRTH MIX EFFIC SIZE SOLV RISK LIQUID LEVR CONC INFL ECOGRTH, collapse) iv(GRTH MIX EFFIC SIZE SOLV RISK LIQUID LEVR CONC INFL ECOGRTH, equation(level)) nodiffsargan robust orthogonal small
I get this error message :
-> COUNTR = 100
not sorted
r(5);
But when I run the same command with xtabond, it works.