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RE: st: j test in xtivreg


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: j test in xtivreg
Date   Mon, 3 Jul 2006 16:19:24 +0100

Valerio,

xtivreg2 won't give you a J stat for an IV random effects estimation.

I have some code that will do it, but the code is not polished, I
haven't been able to certify it vs a published or standard example, etc.
I can send it to you, but caveat emptor.  If you want it, contact me off
list (and be prepared to wait up to a few weeks, because I'm on the road
and with very poor internet access).

Cheers,
Mark

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Pavlopoulos.D. 
> Sent: 02 July 2006 10:01
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: j test in xtivreg
> 
> 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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> 
> 
> 
> *
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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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> 

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