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st: Test for choice between IV and OLS estimates in panelregression


From   <suryadipta.roy@lawrence.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Test for choice between IV and OLS estimates in panelregression
Date   Fri, 04 Aug 2006 01:27:14 -0500

Dear Statalist,

I need to choose between IV and OLS estimates in panel regression and was thinking of doing a Hausman test between IV and OLS (using xtivreg and xtreg respectively) and reject the null hypothesis (and choose the IV estimate) if the p-value of the test comes out to be less than 0.05. I was just wondering if it can be done using xtivreg2. I read the xtivreg2.hlp file but it did not seem to discuss this situation. Your suggestions are highly appreciated.

Thanks!
Suryadipta.


Suryadipta Roy, Ph.D.
Visiting Assistant Professor,
Department of Economics,
Lawrence University,
115 South Drew Street,
Appleton, WI-54911.
Phone: 920-832-7343.
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