no observations when using GMM xtabond2

[beth cooper]

I am trying to use one-step system GMM in stata using xtabond2 but keep getting the error 'no observations' r(2000). I think this might be because I have some missing data in my panel but it is an unbalanced panel so shouldn't matter. my code so far is, thank you in advance for having a look.

clear all
set more off
capture log close

ssc install xtabond2

cd "C:\Users\bethc\OneDrive\Documents\Dissertation\da ta\dissertation"

insheet using "DATA.csv",names
generate lngdp = ln(gdp)
generate ginip = 100*gini

encode country, gen(country1)
generate growthp = growth*100

clear matrix
xtset country1 year


xtabond2 growth l.lngdp l.ginip l.fert l.femaleeduc l.maleeduc cpi i.year, gmm(lngdp, laglimits(2 3) eq(diff)) gmm(d.femaleeduc d.maleeduc d.ginip d.fert cpi, laglimits(1 1) eq(diff)) gmm(femaleeduc maleeduc fert, laglimits(1 1) eq(level)) gmm(cpi, laglimits(0 0) eq(level)) iv(i.year) h(2) noconstant robust

[Sebastian Kripfganz]

Welcome to this forum. Are you able to run a conventional fixed-effects regression?

xtreg growth l.lngdp l.ginip l.fert l.femaleeduc l.maleeduc cpi i.year, fe

Could you please show us the output of that regression. (Please see the FAQs on how to use CODE delimiters for formatting of code and output in this forum.)