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st: tests to check robustness of intruments in xtivreg


From   Dinusha Dharmaratna <Dinusha.Dharmaratna@buseco.monash.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: tests to check robustness of intruments in xtivreg
Date   Tue, 25 Nov 2008 09:16:45 +1100

Hi all, 
I have done 2SLS estimates using different instrumental variables and 
now need to do robsutness checks. Do you have any idea about the tests 
that I can conduct? 
Also, with XTGLS, how do we select which is the appropriate estimation 
(i.e. out of independent, correlated, heteroskdastic, ar1, psar1 etc)?
Thank you very much for all of your kind attention.
Cheers
Dinusha


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