[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: clustering with xtabond2

From   "Francesco Trivieri" <>
To   <>
Subject   st: clustering with xtabond2
Date   Mon, 12 Oct 2009 11:36:42 +0200

dear all,
I'm using the xtabond2 command and the Hansen test of overid. restrictions is not significant, its p-value being always lower than 0.20 . When I cluster the observations, yet, the p-value is 1 or very close to it. Is the Hansen not reliable when clustering?
thanks in advance for your help
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index