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st: RE : RE: Nijman and Verbeek Test


From   "Naceur Khraief" <nkhraief@ecn.ulaval.ca>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE : RE: Nijman and Verbeek Test
Date   Sun, 21 Nov 2004 17:38:38 -0500

The other name is the selection bias test.
thanks

	-------- Message d'origine-------- 
	De: Nick Cox [mailto:n.j.cox@durham.ac.uk] 
	Date: dim. 2004-11-21 17:06 
	À: statalist@hsphsun2.harvard.edu 
	Cc: 
	Objet: 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.
	
	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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