Reasons for inconsistent estimator in xtbond and xtdpdsys

[ancia dettox]

Hi,

I made xtabond and xtdpdsys estimations, but in each case the parameter of lag dependent variable aren't between pooled and LSDV regression. What is the reason for this situation?

[Phil Bromiley]

You didn't get a quick answer. You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex. We have no idea what you really ran.

I don't understand your question. LSDV is only when you have a binary dv so pooled regress is lsdv. But, I'm not sure why the parameter on the lagged dv (estimated consistently) should be between the estimates from lsdv or pooled.