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st: xtivreg2


From   "Andrea Molinari" <A.Molinari@sussex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg2
Date   Wed, 16 Nov 2005 16:07:08 -0000

Dear Statalisters,

I'm using the new -xtivreg2- command for FE IV, with the following equation:

xtivreg2 $text lrectextg dbrcatext (lreptextg = l.lrgdp95pcx l.lreptextg), fe first

This works fine, but when I try to run the -ivendog- command to check for the regressor's endogeneity, I get the following error message:

ivendog lrectextg

ivendog works only after ivreg, ivreg2; use dmexogxt after xtivreg
last estimates not found
r(301);

I then installed -dmexogxt- and tried:

dmexogxt lreptextg

but got the following error:

dmexogxt only works after xtivreg, fe
last estimates not found
r(301);

Something similar seems to occur when I try to use the -overid, all- command, although for me this is not essential, I only use it as a check.

Does anyone have any suggestions as of what test (and command) to use for endogeneity?

Many thanks!

Andrea


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