STATA进行差分GMM估计实例.docVIP

STATA用xtabond2进行差分GMM估计实例 xtabond2 npl l.npl l2.loan, gmm(l.npl loan,lag(2 5) collapse) nolevel small robustFavoring speed over space. To switch, type or click on mata: mata set matafavor space, perm.Dynamic panel-data estimation, one-step difference GMM------------------------------------------------------------------------------Group variable: bank_dum? ?? ?? ?? ?? ?? ?? ?? ?Number of obs? ?? ?=? ?? ? 328Time variable : year? ?? ?? ?? ?? ?? ?? ?? ?? ? Number of groups? ?=? ?? ???48Number of instruments = 8? ?? ?? ?? ?? ?? ?? ???Obs per group: min =? ?? ?? ?0F(2, 48)? ?? ?=? ???16.93?