Errors when regressing System GMM

[Luong Ngoc]

Hello all Statalists,
I'm new to Stata and I'm learning to use it to do my thesis. Gradually, I find it's actually interesting and helpful to use Stata for regression. However, because I'm jusst a starter so I'm always confused with new type of code. Currently, I'm trying my best to regress GMM model using xtabond2 but each time I run my code it always has errors as follow:

xtabond2 cash l.cash mb size cf nwc capex lev vol rd div i.year i.sector, gmm(l.cash,lag(3 5)) iv (i.year i.sector, eq(level))

Then I receive this result:

unknown egen function max()
stata(): 3598 Stata returned error
xtabond2_mata(): - function returned error
<istmt>: - function returned error

I am a new Stata user, so please forgive me if I have made any foolish mistakes and feel free to let me know. This is very important and urgent issue that I have to find solution myself. Please help me complete my thesis.

Thank you in advance! I do really hope to hearing from you soon!

[William Lisowski]

Welcome to Statalist.

You have posted your topic in Statalist's Mata Forum, which is used for discussions of Stata's Mata language. Your question will see a larger audience of xtabond users if you post it in Statalist's General Forum.

Also, if you have not already done so, take a look at the Statalist FAQ linked to at the top of this page for posting guidelines and suggestions.

[Luong Ngoc]

Oh, I will post my problem in Statalist's General Forum as you mentiond. Thanks so much!