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Re: st: j test in xtivreg


From   "Pavlopoulos.D. " <D.Pavlopoulos@uvt.nl>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: j test in xtivreg
Date   Sun, 02 Jul 2006 11:00:36 +0200

Try xtivreg2. You will have to install it.

Dimitris

-----Original Message-----
From: valerio ercolani <valerio.ercolani@unibocconi.it>
To: statalist@hsphsun2.harvard.edu
Date: Sun,  2 Jul 2006 09:34:29 +0200
Subject: 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???

Thank you


Valerio





Quoting valerio ercolani <valerio.ercolani@unibocconi.it>:

> 
> I am using xtivreg (random effect) and I need to add the option "cluster",
> but 
> 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?
> 
> Thanks
> 
> 
> Valerio Ercolani
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****************************************
Dimitris Pavlopoulos
Tilburg University
Faculty of Social Sciences
Warandelaan 2, Postbus 90153
5037 AB, TILBURG
THE NETHERLANDS
Tel. ++31 13 466 3001/ Room S-173
email: D.Pavlopoulos@uvt.nl
***************************************

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