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st: RE: Nijman and Verbeek Test
. findit nijman
yields nothing. It could be that this test
has been implemented under another name, but
(a wild guess) more likely that you need
to write the program yourself.
> 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.
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