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 at the end of May, and its replacement, statalist.org is already up and running.


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

st: Hausman test on FE2SLS vs. EC2SLS with xtoverid?


From   cbusl <busl@zew.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Hausman test on FE2SLS vs. EC2SLS with xtoverid?
Date   Tue, 9 Apr 2013 09:25:17 -0700 (PDT)

Hi,

I want to test the consistency of EC2SLS vs. FE2SLS (I used xtivreg with
ec2sls and fe option respectively). With the standard STATA hausman command
(irrespective of the sigma option) V_b-V_B is not positive definite (I'm
working with an unbalanced panel with T=28, n=120).
I read that xtoverid can be used to compute such a test of fixed vs. random
effects after xtreg, re. But does it also work after xtivreg, re and
xtivreg, ec2sls (which is a kind of random estimator)?

Thanks,
Claudia



--
View this message in context: http://statalist.1588530.n2.nabble.com/Hausman-test-on-FE2SLS-vs-EC2SLS-with-xtoverid-tp7580339.html
Sent from the Statalist mailing list archive at Nabble.com.
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index