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RE: st: areg2 & overidxt


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: areg2 & overidxt
Date   Sat, 12 Aug 2006 15:16:03 +0100

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: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
 

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Maarten buis
> Sent: 12 August 2006 12:56
> To: statalist@hsphsun2.harvard.edu
> 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.
> 
> --- b.gerbier@netcourrier.com 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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