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RE: st: areg2 & overidxt
Baptiste,
Actually, there's a small problem with overidxt - it doesn't adjust the
overid (Sargan) statistic for the loss of degrees of freedom from the
fixed effects.
You might be better off using -xtivreg2-, which automatically reports an
overid statistic that has this adjustment. You can find it the way that
Maarten describes for user-written commands.
HTH,
Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Maarten buis
> Sent: 12 August 2006 12:56
> To: [email protected]
> Subject: Re: st: areg2 & overidxt
>
> Baptiste:
> You can find user written commands with the -findit- command
> in Stata, for instance you can find and install -overidxt- by
> typing -findit overidxt-.
>
> HTH,
> Maarten
>
> P.s. It is convention on this list to indicate names of
> commands and commands to be typed in Stata by surrounding
> them with "-". So don't type those.
>
> --- [email protected] wrote:
> > I am working on panel data from rural houslholds in Burkina Faso. I
> > have been looking for the areg2 and overidxt commands in the Stata
> > Journal. The first command should allow to test for
> hetersedasticity
> > and the second for the validty of instruments.
> >
> > I read in an manual that they are availble on Internet but I have
> > cheked all the issues of the Stata Journal without finding
> them. Does
> > someone know where where I could fin them ?
>
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology Vrije Universiteit
> Amsterdam Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting adress:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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>
>
*
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