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st: hausman taylor approach


From   "Antonio Rodrigues Andres" <ara@sam.sdu.dk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: hausman taylor approach
Date   Sun, 21 Dec 2003 12:04:14 +0100

Dear stata users

I am using the command xthtaylor to implement the HAUSMAN TAYLOR
estimator. I wish reporting the significance of the instruments used in
the first stage, is it possible using this command? 

If I want to implement an overidentification test, it is enough to save
the residuals after using the xthtaylor and regress on the set of
instruments. There is no overid command?

All the best

Antonio 

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