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st: Endogeneity Test for Panel Data


From   Andrew Wong Yoon Loong <wongylo@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Endogeneity Test for Panel Data
Date   Tue, 6 Dec 2011 20:48:44 -0500

Dear Statalisters,

I'm working with an unbalanced panel data set that includes
observations for 30 stations over the span of 15 to 25 years. Having
run a Hausman test, I've determined that I should employ a random
effects model. I would like to test for the endogeneity of one of my
regressors. I know that the -dmexogxt- command exists to do an
endogeneity test for panel data but it only applies for fixed effects
models. Is there a command that allows me to test for exogeneity after
I use -xtivreg, re-? If not, how would you recommend I go about
testing for exogeneity?

Thanks in advance,
Andrew
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