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Re: Re: st: Testing for Endogeneity in Panel Data


From   "Grant Peter Kabango" <g.kabango.1@research.gla.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: Re: st: Testing for Endogeneity in Panel Data
Date   Wed, 09 Apr 2008 10:57:53 +0100

Thank You Nicola. This is very helpful.

Grant.

-----Original Message-----
From: nicola.baldini2@unibo.it
To: statalist@hsphsun2.harvard.edu
Date: Sat, 05 Apr 2008 16:32:08 +0200
Subject: Re: st: Testing for Endogeneity in Panel Data

You may use them as instruments, and the Sargan/Hansen test (performed by default) will test for their exogeneity. You may find more about it in: 
Roodman, D. 2006. How to Do xtabond2: An Introduction to "Difference" and "System" GMM in Stata. Working Paper 103. Center for Global Development, Washington.

Nicola

At 02.33 03/04/2008 -0400, "Grant Peter Kabango" wrote:
>Dear statalisters,
>
>I am estimating a panel data regression model using xtabond2. If I want to check for endogeneity in my variables, how can I proceed in terms of stata command?
>
>Thanks,
>
>Grant (1990553567) 

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