Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: 'xtoverid"
From
"D. Demetriou" <[email protected]>
To
[email protected]
Subject
st: 'xtoverid"
Date
24 Apr 2012 18:27:14 +0100
Hi everyone,
This question is adressed to Prof. Mark Schaffer (author of xtoverid)but
maybe others can help.
Xtoverid can be used to decide between FE Vs. RE when heteroskedasticity
and/or cluster errors are present.
My question is: Are the extra orthogonality conditions, which xtoverid is
testing, imposed by the FE estimator or by heteroskedasticity and/or
clustering?
Yours,
DD
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/