Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtivreg & heteroskedasticity


From   Cordula Stolberg <cs32@sussex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtivreg & heteroskedasticity
Date   Wed, 04 Aug 2004 18:45:01 +0100

Dear Statalisters,

Is there a way to test for endogeneity & heteroskedasticity with -xtivreg-? I have an unbalanced, random effects panel (68 observations, 8 years). I strongly suspect one variable to be endogenous, but I don't know how to test for it. I have tried to use the Hausman test as for -ivreg-, but got the error message:

model fitted on these data fails to meet the asymptotic assumptions of the
Hausman test; see suest for a generalized test

but I am not sure what to do about that given that I have a panel dataset. Moreover, I don't know how to test for heteroskedasticity with -xtivreg-.
Any suggestions would be much appreciated.

Thanks,
Cordula


*
* 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/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index