Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

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

st: hausman test xtivreg(re) vs ivreg

From   "Sergio I Prada" <>
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
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


*   For searches and help try:

© Copyright 1996–2016 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index