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st: hausman test xtivreg(re) vs ivreg


From   "Sergio I Prada" <sprada1@umbc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: hausman test xtivreg(re) vs ivreg
Date   Fri, 12 Mar 2010 09:55:58 -0500 (EST)

Dear members:
I would like to know if it is possible to do a test in Stata on xtivreg
(with random effects) vs. the same specification using ivreg without
random effects.
Please note that this is not a FE vs RE comparison. I can't run FE on my
specification because my endogenous variable does not vary within xt
units.
I have done something like

ivreg y x2 x3 (x1= z1 z2)
estimates store ivreg
xtset w
xtivreg y x2  x3 (x1= z1 z2), re
estimates store ivreg_re
hausman ivreg xtivreg_re, sigmamore

but some of the SEs under the sqrt(diag(V_b-V_B)) column come up as missing

-- 
Sergio

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