[STATA] Dynamic panel data (xtabond2)

08/03/2022 14:50
[STATA] Dynamic panel data (xtabond2)
https://deepnote.com/@carlos-mendez/STATA-Dynamic-panel-data-xtabond2-jo5hm0DYQy-HAnZZbv_qjg
1/12
n
t−1 n t−2
w
tw t−1
k
tk t−1 k t−2
ys
tys t−1 ys t−2

08/03/2022 14:50
[STATA] Dynamic panel data (xtabond2)
https://deepnote.com/@carlos-mendez/STATA-Dynamic-panel-data-xtabond2-jo5hm0DYQy-HAnZZbv_qjg
2/12
year float %9.0g
emp float %9.0g
wage float %9.0g
cap float %9.0g
indoutpt float %9.0g
n float %9.0g
w float %9.0g
k float %9.0g
ys float %9.0g
rec float %9.0g
yearm1 float %9.0g
id float %9.0g
nL1 float %9.0g
nL2 float %9.0g
wL1 float %9.0g
kL1 float %9.0g
kL2 float %9.0g
ysL1 float %9.0g
ysL2 float %9.0g
yr1976 byte %8.0g year==1976
yr1977 byte %8.0g year==1977
yr1978 byte %8.0g year==1978
yr1979 byte %8.0g year==1979
yr1980 byte %8.0g year==1980
yr1981 byte %8.0g year==1981
yr1982 byte %8.0g year==1982
yr1983 byte %8.0g year==1983
yr1984 byte %8.0g year==1984
--------------------------------------------------------------------------------
Sorted by: id year

08/03/2022 14:50
[STATA] Dynamic panel data (xtabond2)
https://deepnote.com/@carlos-mendez/STATA-Dynamic-panel-data-xtabond2-jo5hm0DYQy-HAnZZbv_qjg
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Panel variable: id (unbalanced)
Time variable: year, 1976 to 1984
Delta: 1 unit
Variable | Mean Std. dev. Min Max | Observations
-----------------+--------------------------------------------+----------------
c1 overall | . . . . | N = 0
between | . . . | n = 0
within | . . . | T = .
| |
ind overall | 5.123181 2.678095 1 9 | N = 1031
between | 2.677405 1 9 | n = 140
within | 0 5.123181 5.123181 | T-bar = 7.36429
| |
year overall | 1979.651 2.21607 1976 1984 | N = 1031
between | .6001349 1979 1981 | n = 140
within | 2.133869 1975.651 1983.651 | T-bar = 7.36429
| |
emp overall | 7.891677 15.93492 .104 108.562 | N = 1031
between | 16.16889 .12975 102.1901 | n = 140
within | 2.209997 -14.81247 34.76311 | T-bar = 7.36429
| |
wage overall | 23.9188 5.648418 8.0171 45.2318 | N = 1031
between | 5.184036 8.713344 36.06047 | n = 140
within | 2.06765 11.72244 40.93513 | T-bar = 7.36429
| |
note: yr1976 omitted because of collinearity.
note: yr1977 omitted because of collinearity.
note: yr1984 omitted because of collinearity.
Linear regression Number of obs = 751
F(16, 139) = 13990.88
Prob > F = 0.0000
R-squared = 0.9944
Root MSE = .10158

08/03/2022 14:50
[STATA] Dynamic panel data (xtabond2)
https://deepnote.com/@carlos-mendez/STATA-Dynamic-panel-data-xtabond2-jo5hm0DYQy-HAnZZbv_qjg
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(Std. err. adjusted for 140 clusters in id)
------------------------------------------------------------------------------
| Robust
n | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
nL1 | 1.044643 .0517969 20.17 0.000 .9422313 1.147055
nL2 | -.0765426 .0488082 -1.57 0.119 -.1730451 .0199598
w | -.5236727 .1740911 -3.01 0.003 -.8678817 -.1794637
wL1 | .4767538 .1717904 2.78 0.006 .1370937 .8164139
k | .3433951 .048649 7.06 0.000 .2472074 .4395829
kL1 | -.2018991 .0650327 -3.10 0.002 -.3304803 -.073318
kL2 | -.1156467 .0358966 -3.22 0.002 -.1866206 -.0446727
ys | .4328752 .17894 2.42 0.017 .079079 .7866715
ysL1 | -.7679125 .2514336 -3.05 0.003 -1.265041 -.2707836
ysL2 | .3124721 .1322678 2.36 0.020 .0509551 .5739891
yr1976 | 0 (omitted)
yr1977 | 0 (omitted)
yr1978 | -.0153956 .0204269 -0.75 0.452 -.0557832 .024992
yr1979 | .0004932 .0187355 0.03 0.979 -.0365503 .0375367
yr1980 | .0065977 .0204613 0.32 0.748 -.033858 .0470534
yr1981 | -.0375487 .0228406 -1.64 0.102 -.0827087 .0076113
yr1982 | -.0304299 .0194649 -1.56 0.120 -.0689156 .0080557
yr1983 | -.0080024 .020992 -0.38 0.704 -.0495073 .0335025
yr1984 | 0 (omitted)
_cons | .2901212 .3136154 0.93 0.357 -.3299523 .9101947
------------------------------------------------------------------------------
(Std. err. adjusted for 140 clusters in id)
------------------------------------------------------------------------------
| Robust
n | Coefficient std. err. t P>|t| [95% conf. interval]
-------------+----------------------------------------------------------------
nL1 | .7329476 .0596831 12.28 0.000 .6149436 .8509516
nL2 | -.1394773 .0781564 -1.78 0.077 -.2940065 .0150519
w | -.5597445 .1596195 -3.51 0.001 -.8753406 -.2441484

08/03/2022 14:50
[STATA] Dynamic panel data (xtabond2)
https://deepnote.com/@carlos-mendez/STATA-Dynamic-panel-data-xtabond2-jo5hm0DYQy-HAnZZbv_qjg
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wL1 | .3149987 .1430587 2.20 0.029 .0321463 .5978511
k | .3884188 .056928 6.82 0.000 .275862 .5009756
kL1 | -.0805185 .0538774 -1.49 0.137 -.1870436 .0260066
kL2 | -.0278013 .0426222 -0.65 0.515 -.1120728 .0564703
ys | .468666 .1712492 2.74 0.007 .1300759 .8072561
ysL1 | -.6285587 .2066106 -3.04 0.003 -1.037065 -.2200527
ysL2 | .0579764 .1326758 0.44 0.663 -.2043473 .3203001
yr1976 | 0 (omitted)
yr1977 | 0 (omitted)
yr1978 | .0119152 .0281652 0.42 0.673 -.0437723 .0676028
yr1979 | .0165714 .0278495 0.60 0.553 -.038492 .0716348
yr1980 | .0231479 .0266961 0.87 0.387 -.029635 .0759308
yr1981 | -.013454 .0272058 -0.49 0.622 -.0672447 .0403366
yr1982 | -.0224821 .0202344 -1.11 0.268 -.062489 .0175248
yr1983 | -.0161192 .0208214 -0.77 0.440 -.0572868 .0250485
yr1984 | 0 (omitted)
_cons | 1.780205 .6303464 2.82 0.005 .5338981 3.026512
-------------+----------------------------------------------------------------
sigma_u | .22568151
sigma_e | .09395847
rho | .85227336 (fraction of variance due to u_i)
------------------------------------------------------------------------------
. | . 636 . 3 0 0.8 0.3 5 .68 6 . 5 3 5
|
ys |
D1. | .9905803 .4630105 2.14 0.032 .0830965 1.898064
|
ysL1 |