想請教版上各位,在使用Stata中Xtabond2進行GMM估計時,關於"前定變量、內生變量"的定義為何??
而"外生變量"定義為何,因為小弟我在進行估計的式子如下:
xtabond2 lnphelec lngasp lnmpiv lngrdi lnmt lnmrh lnphp lnmtphac lnmrhphdh spring fall winter polia dlngasp dlnmpiv dlngrdi dlnmt dlnmrh dlnphp dlnmtphac dlnmrhphdh dpolia dsum, gmm(lnphelec lngasp lnmpiv , lag(. .)) iv(spring fall winter polia dlngasp ) robust small nomata
問題一:關於gmm(lnphelec lngasp lnmpiv , lag(. .))裡面內生變量或則是前定變量到底要放什麼??放入基準為何??
問題二:關於iv(spring fall winter polia dlngasp ) 裡面外生變量當工具變數到底放入基準為何??
以上這兩塊我不大知道該如何選取放入,請好心人士幫忙一下。
另外,我進行指令後,軟體回應如下,不知該如何解決??這也是我問題之一
Building GMM instruments...no room to add more variables
An attempt was made to add a variable that would have resulted in more than 5000 or 4999 variables (Stata reserves one
variable for its own use). You have the following alternatives:
1. Drop some variables; see help drop.
2. If you are using Stata/SE, increase maxvar; see help maxvar.
r(900);