2. Almost everything you can do with xtabond2, you can also do with xtdpdgmm. Instrumenting for endogenous variables with the latter command works in a very similar way. Please see the help file or my 2019 London Stata Conference presentation:
- Kripfganz, S. (2019). Generalized method of moments estimation of linear dynamic panel data models. Proceedings of the 2019 London Stata Conference.
3. With a binary dependent variable, you can still estimate a linear regression model. This is then labelled a linear probability model. Again, no difference between xtabond2 and xtdpdgmm here.
Leave a comment: