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st: clustering with xtabond2


From   "Francesco Trivieri" <francesco.trivieri@unical.it>
To   <statalist@hsphsun2.harvard.edu>
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
Francesco
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