variables being dropped from difference gmm

#1
I'm working with panel data, using the command xtabond2 for Arellano Bond estimator. When I run the command, most of my explanatory variables are dropped because of collinearity. To my knowledge, there is no collinearity between those variables; as a matter of fact, they only get dropped with one of three dependant variables.

Thank you in advance for any comments.

Kind regards,

Joaquín
 

maartenbuis

TS Contributor
#2
I cannot read your screenshot, so I cannot comment on that.

Are there missing values for the one problematic dependent variable? One possibility would be that the dropped variables are constant within each person/firm/herd/classroom/higher-level-unit once the observations with missing values are ignored.