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st: New on ssc: xtoverid


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: New on ssc: xtoverid
Date   Sun, 22 Oct 2006 19:12:02 +0100

Thanks to Kit Baum, a new routine for testing overidentifying
restrictions after panel data estimation is available on SSC.

-xtoverid- provides overid tests after IV estimations on panel data.  It
is compatible with fixed effects, random effects, between, and first
differences estimation (via -xtivreg- or -xtivreg2-), and with
Hausman-Taylor estimation (via -xthtaylor-).  Heteroskedastic- and
cluster-robust overid stats are supported.

-xtoverid- requires Stata 8.2 and -ivreg2- by Baum-Schaffer-Stillman,
also available from SSC.

-xtoverid- builds on and greatly extends the previously circulated
-overidxt-.  Users of the latter will probably want to install the new
program.

To install, -findit xtoverid- from within Stata and follow the links.

--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
 

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