Code:
xtdpdgmm growthgdp l.gdp cpi u Output dummy1dummy3 dummy3 categorical 1 categorical 2 c.indicator1##c.indicator1, iv(l.gdp cpi u Output dummy1dummy3 dummy3 categorical 1 categorical 2 c.indicator1##c.indicator1) model(mdev) vce(clustering panelid) small
Whether your results will change significantly when you reduce the time horizon is an empirical issue.
Leave a comment: