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st: RE: Question on xthtaylor


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Question on xthtaylor
Date   Wed, 25 Jul 2007 22:40:40 +0100

Suryadipta,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Roy,Suryadipta
> Sent: 25 July 2007 18:44
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Question on xthtaylor
> 
> Hi,
> 
> There have been a few threads on the first one, but I am 
> still asking the question to find out if there is an easier solution:
> 
> 1. Is there a command to obtain robust/ cluster(robust) 
> standard errors while using xthtaylor (as in xtreg, fe or xtreg, re)?
> 
> 2. Is there a command to obtain R-square while using xthtaylor?
> 
> 3. Moreover, after I run xthtaylor, I am trying to do the 
> overidentifiaction test with -xtoverid- but I am getting an 
> error message : "invalid name". I only have time-varying 
> variables as endogenous variables.

It's impossible to tell what's going wrong with just the information
you've provided.  Can you post the estimation results and xtoverid
output, plus the versions of xthtaylor and xtoverid?  Then maybe we can
tell if it's a problem with your estimation, xthtaylor, or xtoverid.

--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


> 
> Any comment on these issues would be really helpful.
> Thanks as usual!
> Suryadipta.
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