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st: Re: exogeneity test in panel

From   baum <>
Subject   st: Re: exogeneity test in panel
Date   Sat, 21 Sep 2002 09:35:37 -0400

--On Saturday, September 21, 2002 2:33 -0400 John wrote:

Please, how can I perform an exogeneity test using the "xtivreg, re"
command.  Is there something similar to the "dmexogxt" command, which is
for "xtivreg, fe"?
Steve Stillman and I have looked at the possible basis for using such an auxiliary regression test in a random effects context. We have not convinced ourselves that an analogous test is appropriate in that context. It may well be, but we need to look at it more carefully.

Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
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