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RE: st: hausman test xtivreg(re) vs ivreg


From   "Sergio I Prada" <sprada1@umbc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: hausman test xtivreg(re) vs ivreg
Date   Fri, 12 Mar 2010 14:17:09 -0500 (EST)

Mark, Kit:
Let me clarify the context. I am evaluating certain treatment that is
available only at some hospitals, but my data is at the patient level.
There are unobservables in the selection process, therefore the need for
an IV strategy. I am concerned about whether to adjust SE by this
clustering issue. Fixed effects at the hospital level is not possible, but
"xtivreg, re" is possible with "xtset hospital". So I am exploring whether
a hausman test is possible in this context, as a way to test whether a RE
model is a better specification than my IV estimation.
I just read in the xtivreg documentation that "If the nosa option is
specified, the consistent estimators described in Baltagi and Chang (2000)
are used." (Page 213, xtivreg, re). Does that mean that a hausman test is
possible?

-- 
Sergio

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