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st: RE: Test for choice between IV and OLS estimates in panel regression
> -----Original Message-----
> From: firstname.lastname@example.org
> [mailto:email@example.com] On Behalf Of
> Sent: Friday, August 04, 2006 7:27 AM
> To: firstname.lastname@example.org
> Subject: st: Test for choice between IV and OLS estimates in
> panel regression
> 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.
This is the -endog- option, which appeared in version 1.0.03. If you
have an earlier version, you can do it using the -orthog- option, but
updating is probably easier.
Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Edinburgh EH14 4AS UK
> 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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