xtabond

Fit a bounded dynamic-panel GMM starter model with a lagged dependent term.

When to use

How do I estimate a simple dynamic-panel relationship with endogeneity-aware lag instrumentation?

Syntax

xtabond y [xvars] [, robust lags(#) instlag(#)]

Examples

panel firm_id year
xtabond wage exposure
xtabond wage exposure, robust
xtabond wage exposure, lags(2) instlag(3)
estat overid
predict dxb, xb
predict dresid, residuals

See also

• Command Reference Index
• User Guide
• In-App Help System