求教动态面板命令里的一个问题

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动态面板命令里面有一个问题是，
xtabond y x, lags(2) pre(x1, lags(0,2))(endogenous x2, lags(1,2)) twostep vce(robust)
这里的pre预设变量和engogenous内生变量的设定标准是什么？
lags的取值似乎都没有交代清楚


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关键词：动态面板 Endogenous twostep XTABOND robust 动态

pre(varlist [, lagstruct(prelags, premaxlags)]) specifies that a set of
        predetermined variables be included in the model.  Optionally, one
        may specify that prelags lags of the specified variables also be
        included.  The default for prelags is 0.  Specifying premaxlags sets
        the maximum number of further lags of the predetermined variables
        that can be used as instruments.  The default is to include T_i-p-1
        lagged levels as instruments for predetermined variables.  You may
        specify as many sets of predetermined variables as you need within
        the standard Stata limits on matrix size.  Each set of predetermined
        variables may have its own number of prelags and premaxlags.

    endogenous(varlist [, lagstruct(endlags, endmaxlags)]) specifies that a
        set of endogenous variables be included in the model.  Optionally,
        one may specify that endlags lags of the specified variables also be
        included.  The default for endlags is 0.  Specifying endmaxlags sets
        the maximum number of further lags of the endogenous variables that
        can be used as instruments.  The default is to include T_i-p-2 lagged
        levels as instruments for endogenous variables.  You may specify as
        many sets of endogenous variables as you need within the standard
        Stata limits on matrix size.  Each set of endogenous variables may
        have its own number of endlags and endmaxlags.

réussite 发表于 2013-6-13 13:37
pre(varlist [, lagstruct(prelags, premaxlags)]) specifies that a set of
        predetermined varia ...

非常感谢

玄一无相 发表于 2013-6-13 14:17
非常感谢

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