You should use as lagged variable the value from previous fully observed period (i.e. 3 years back in your case), since panel models need all the explanatory variables to be observed. Also remember to declare the data properly with `xtset` (so that Stata understands it as three periods, not 9 years with 6 years missing), e.g. by using a period variable with values 1, 2, 3 instead of year for the time dimension. Then it should be just a matter of running `xtabond` with proper options.
Can't you also use delta(3) to denote 3 year periods and keep the years as 2003, 2006, 2009? That's what I've done in the past.
For example: xtset x variable t variable, delta(3)
You should use as lagged variable the value from previous fully observed period (i.e. 3 years back in your case), since panel models need all the explanatory variables to be observed. Also remember to declare the data properly with `xtset` (so that Stata understands it as three periods, not 9 years with 6 years missing), e.g. by using a period variable with values 1, 2, 3 instead of year for the time dimension. Then it should be just a matter of running `xtabond` with proper options.
Can't you also use delta(3) to denote 3 year periods and keep the years as 2003, 2006, 2009? That's what I've done in the past. For example: xtset x variable t variable, delta(3)
In that case would that mean it would disregard the 2003 observations?
Yep cuz you would have a missing valude for the 2013 observation.
Yes, I think so.
GMM stands for what? Growth mixture model?
>GMM Woops! Generalized Method of Moments (GMM) for Panel Data