xtdpdsys
Estimates dynamic panel models using system GMM (Blundell-Bond) to handle lagged dependent variables and endogenous regressors, producing reliable causal evidence for data-driven decisions.
Instructions
Blundell-Bond system GMM for dynamic panels (alias for xtabond with method='system'). Validation: certified parity evidence.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| h | No | xtabond2 h(): one-step error covariance; 2 is Stata xtdpdsys, 3 xtabond2's default, 1 the identity. | |
| x | No | Exogenous regressors | |
| y | Yes | Dependent variable | |
| id | No | Unit identifier | id |
| lags | No | lags parameter (int). | |
| time | No | Time column | time |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| twostep | No | twostep parameter (bool). | |
| collapse | No | Collapse instruments (Roodman 2009) to curb proliferation | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| iv_equation | No | Equation(s) the exogenous regressors instrument; 'diff' is Stata xtdpdsys, 'both' is xtabond2's iv() default. | diff |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||