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I am using Stata 12.1 on windows. I have estimated a model through -xtabond2- and -xtdpdsys-. The results are same from the both commands but -xtabond2- does not reports the constant in the model. My command are as follows.
xtabond2 inv l.inv tot exp _I*, gmm(l.inv) iv(_I* tot exp, eq(dif)) h(2) robust arte(3)
xi:xtdpdsys inv tot exp i.yr, vce(robust)
I need a constant in my model. Why the -xtabond2- is not reporting it? and How I can get its estimate?
I have latest version of -xtabond2- installed through ssc.