Hello all,
I am doing a research on the Persistence of Profit in the banking sector in 14 emerging countries. I want to sort the results by country and use the cross participation as variable control. Here is the command I use :
by Country (Bank Year), sort: xtabond2 ROA L.ROA GRTH EFFIC SIZE CAR RISK LEVR CROSS INFL GDPGRTH INTRATE, gmm(L.ROA,collapse) iv(GRTH EFFIC SIZE CAR RISK LEVR CROSS INFL GDPGRTH INTRATE, equation(level)) nodiffsargan twostep robust orthogonal small.
But I doesn't work, I get this error message :
Country = Bahrain
not sorted
r(5);
Even though, I used 'sort' before running xtabond2.
What's wrong ?