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st: using xtivreg2 with no endogenity problem


From   Woong.Chung@colorado.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: using xtivreg2 with no endogenity problem
Date   Mon, 25 Sep 2006 17:12:01 -0600

Hello.
I just wonder if I can still use xtivreg2 even if there is no endogenity
problem.
For instance, I run

"xtivreg2 y x1 x2 x3 x4 x5 t1-t5 (d=l1.d l2.d),ffirst fe ivar(i) gmm endog(d)
robust cluster(i)"

and figured out that it failed to reject the endog testing(then it says that d
has not endogenity issue),then my question is that I can still use xtivreg2 in
order to dealing with heteroskadasticity(robust) and error-correlated issue
(cluster) such as:
" xtivreg2 y x1 x2 x3 x4 x5 t1-t5 d,fe ivar(i) robust cluster(i)"

Appreciate of commentings if there are any other suggestions that deal with
this issue




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