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st: Nijman and Verbeek Test
To test the Selection Bias, a simple test was suggested by Nijman and Verbeek (1992) in the context of random effects estimation. My selection equation has the form : Q_it = X_it.b1 + c_i + u_it (tobit equation) and the interest equation: P_it = X_it.b2 + d_i + v_it. How do I realize this test with stata.
Thanks in advance.
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