dear all
I have a research on the effects of increasing aged people on expenditure of government which is carried with dynamic panel model to ease endogeneity. In this stage , I want to use dynamic panel threshold rather static to explore the effect of different level of aging on expenditure.
What I am using is the command "xtendothresdpd",but i am confused as to the format of that, i am not very sure that i have used correct command format of that. My code is as following. lnpce is y, and lnage is my independent variable ,agdp ini lnur cov lnte.etc are control variables.
all of variables are endogenous variables.so i put all of them in option of dgmmiv(), and put all control variables and l.pce in xaddendog(), is that right?My command format have some difference with others in the forum. if I am wrong ,what is the correct format of the command? i really need your help! thank you!!!
My English is not very good, looking forward to your favourable reply！
I have a research on the effects of increasing aged people on expenditure of government which is carried with dynamic panel model to ease endogeneity. In this stage , I want to use dynamic panel threshold rather static to explore the effect of different level of aging on expenditure.
What I am using is the command "xtendothresdpd",but i am confused as to the format of that, i am not very sure that i have used correct command format of that. My code is as following. lnpce is y, and lnage is my independent variable ,agdp ini lnur cov lnte.etc are control variables.
all of variables are endogenous variables.so i put all of them in option of dgmmiv(), and put all control variables and l.pce in xaddendog(), is that right?My command format have some difference with others in the forum. if I am wrong ,what is the correct format of the command? i really need your help! thank you!!!
My English is not very good, looking forward to your favourable reply！
Code:
xtendothresdpd lnpce l.lnpce lnage, thresv(lnage) xaddendog(agdp ini lnur cov lnte fp lnpeo lnfdi i) pivar(lnage) stub(enrerr) dgmmiv(l.lnpce lnage agdp ini lnur cov lnte fp lnpeo lnfdi i,lag(3 3)) two vce(r)
