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st: j test in xtivreg
I'm using xtivreg, re
I can't find an option to do a test for the validity of instruments, i.e. J-
test or Sargan test.
Is there a way to do it???
Quoting valerio ercolani <email@example.com>:
> I am using xtivreg (random effect) and I need to add the option "cluster",
> i can't!
> I have tried using xtivreg2, but this command does't perform a random effect
> estimation (just fixed effect and first difference), and, me, I really need a
> rendom effect estimation for my model.
> Is there a way to do it? that is, to have a dynamic random effect estimation+
> cluster option?
> Valerio Ercolani
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