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  • Errors when regressing System GMM

    Hello all Statalists,
    I'm new to Stata and I'm learning to use it to do my thesis. Gradually, I find it's actually interesting and helpful to use Stata for regression. However, because I'm jusst a starter so I'm always confused with new type of code. Currently, I'm trying my best to regress GMM model using xtabond2 but each time I run my code it always has errors as follow:

    xtabond2 cash mb size cf nwc capex lev vol rd div i.year i.sector, gmm(,lag(3 5)) iv (i.year i.sector, eq(level))

    Then I receive this result:

    unknown egen function max()
    stata(): 3598 Stata returned error
    xtabond2_mata(): - function returned error
    <istmt>: - function returned error

    I am a new Stata user, so please forgive me if I have made any foolish mistakes and feel free to let me know. This is very important and urgent issue that I have to find solution myself. Please help me complete my thesis.

    Thank you in advance! I do really hope to hearing from you soon!
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  • #2
    Welcome to Statalist.

    You have posted your topic in Statalist's Mata Forum, which is used for discussions of Stata's Mata language. Your question will see a larger audience of xtabond users if you post it in Statalist's General Forum.

    Also, if you have not already done so, take a look at the Statalist FAQ linked to at the top of this page for posting guidelines and suggestions.


    • #3
      Oh, I will post my problem in Statalist's General Forum as you mentiond. Thanks so much!