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Re: st: RE: Test for choice between IV and OLS estimates inpanel regression


From   <suryadipta.roy@lawrence.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Test for choice between IV and OLS estimates inpanel regression
Date   Fri, 04 Aug 2006 08:53:25 -0500

Mark,

Thanks very much!
Suryadipta.

On Fri, 4 Aug 2006 09:33:23 +0100
 "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> wrote:
Suryadipta,

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of suryadipta.roy@lawrence.edu
Sent: Friday, August 04, 2006 7:27 AM
To: statalist@hsphsun2.harvard.edu
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.

Cheers,
Mark

Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University
Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
http://www.sml.hw.ac.uk/cert



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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Suryadipta Roy, Ph.D.
Visiting Assistant Professor,
Department of Economics,
Lawrence University,
115 South Drew Street,
Appleton, WI-54911.
Phone: 920-832-7343.
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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