Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE vs. Hausman Taylor pretest


From   John Bunge <jota.be@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE vs. Hausman Taylor pretest
Date   Fri, 08 Feb 2008 17:44:37 +0100

Dear listers,

my concern is to estimate a panel with the Hausman Taylor methodology. This estimator assumes some of the time invariant and variant covariates to be endogenous.

Apart from arguing with economic theory, I would like to test the endogeneity of some regressors (i.e. correlation with individual random effect). I heard from a specification test based on Hausman (1978) - suppose that complete reference is not necessary here - proposed by Baltagi, Bresson and Pirotte (2003): "Fixed Effects, Random Effects of Hausman-Taylor? A Pretest Estimator", published in Economics Letters 79, pp. 361-369. Is this test implemented in Stata? Is there another way to test the endogeneity of regressors and by this to analyze whether HT might be superior to RE?

Best,

John.
_________________________________________________________________________
In 5 Schritten zur eigenen Homepage. Jetzt Domain sichern und gestalten! 
Nur 3,99 EUR/Monat! http://www.maildomain.web.de/?mc=021114

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index