Dear Statalisters,
I was trying to use the Stata command xtabond2 to replicate the results from xtabond. But I got different results although the difference is small. anyone have a clue? really appreciated!
Below is the syntax i used:
xtabond z_score, nocons lags(1) maxldep(3) vce(robust)
xtabond2 z_score L.z_score, gmmstyle(z_score, laglimits(2 4)) robust noleveleq
Are the above two syntaxes supposed to give the same results? I also attached the data for the two syntaxes.
Anyone have a clue? Many thanks!
Jian Zhang
I was trying to use the Stata command xtabond2 to replicate the results from xtabond. But I got different results although the difference is small. anyone have a clue? really appreciated!
Below is the syntax i used:
xtabond z_score, nocons lags(1) maxldep(3) vce(robust)
xtabond2 z_score L.z_score, gmmstyle(z_score, laglimits(2 4)) robust noleveleq
Are the above two syntaxes supposed to give the same results? I also attached the data for the two syntaxes.
Anyone have a clue? Many thanks!
Jian Zhang
