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st: 'xtoverid"


From   "D. Demetriou" <dd358@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
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
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