[Gretl-users] Re: [Sys-GMM Dynamic panel data comparison]

Am 20.01.2021 um 19:40 schrieb José Perles: > Dear Sven > Many thanks for your fast response. > What I would say is that Coast Aerop70 Walk Pmain and DPrs11_2 (the last being residential in Stata) are time invariant. > > As said Dprs11_2 and residential are the same variables. > OK. Well, I don't really have an answer right now, perhaps jack can comment and/or you could share the dataset. Notice, however, that Stata didn't drop all those variables altogether, but only dropped them for the diff-instrument list. But of course I agree it's worthy of investigation why Aerop70 was omitted in Stata but not in dpanel/gretl. Gretl's guide chapter about dpanel talks about replication being sometimes difficult, for example because of different handling of missing values. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/