用stata做脸型动态面板模型案例
合集下载
相关主题
- 1、下载文档前请自行甄别文档内容的完整性，平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益，请联系客服反馈,我们会尽快为您处理(人工客服工作时间：9:00-18:30)。
Arellano.Bond——linear dynamic xtabond——Arellano.Bond
xtabond
panel data estimation
Example3
The two-step estimator with the Windmeijer bias-corrected robust VCE of the same model produces the following output:
Example4
Thus far we have been specifying the noconstant option to keep to the standard Arellano–Bond estimator,which uses instruments only for the differenced equation. The constant estimated by xtabond is a constant in the level equation,and it is estimated from the level errors.The output below illustrates that including a constant in the model does not affect the other parameter estimates.
Example5