Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Hausman taylor


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Hausman taylor
Date   Fri, 28 Apr 2006 22:51:29 +0100

Julia, 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Julia Spies
> Sent: 28 April 2006 12:48
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Hausman taylor
> 
> Dear all,
> 
> I'm quite a beginner with Stata and i'm trying to run a 
> Hausman taylor regression. However, taking some (plausible) 
> time-invariant variables as endogeneous results in outrageous 
> parameter estimates for these variables.
> Nevertheless, the over-identification test suggests that 
> instrumenting these variables has improved the model.

This sounds odd ... what do you mean by "improving the model"?

--Mark

> Does 
> anyone have an idea what the problem could be? I understand 
> there is no option to correct for heteroskedasticity and 
> autocorrelation. Does anyone know how to do it manually?
> 
> Cheers,
> Julia
> 
> --
> Analog-/ISDN-Nutzer sparen mit GMX SmartSurfer bis zu 70%!
> Kostenlos downloaden: http://www.gmx.net/de/go/smartsurfer
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
> 
> 

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index