[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Testing for endogeneity with xtabond
From: M Quagliariello <firstname.lastname@example.org>
Subject: Re: st: Testing for endogeneity with xtabond
Date sent: Fri, 18 Jun 2004 10:35:25 +0100
Send reply to: email@example.com
> Dear Mark and Surajit,
> Thank you very much for your suggestions.
> Mark you are right my variables C) are regressors, but I am not using
> xtabond2 (just xtabond).
-xtabond2- is a program by David Roodman that does everything that
xtabond does, plus some more. You should check it out.
> I will try to proceed as you suggest (putting the same instruments in
> the 2 models....provided xtabond allows me to do that!).
> Surajit, if I understand correctly -dmexogxt- compares an IV model and
> an OLS model. But I suspect the OLS model is always inconsistent when I
> have the lagged dependent variable in my equation.
> Thanks again,
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3485 CERT administrator
* For searches and help try: