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st: RE: Nijman and Verbeek Test


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Nijman and Verbeek Test
Date   Sun, 21 Nov 2004 22:06:25 -0000

. 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. 

Nick 
n.j.cox@durham.ac.uk 

Naceur Khraief
>  
> 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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