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st: xtivreg or ivregress?
From
Gabrielle Pagliusi <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: xtivreg or ivregress?
Date
Sat, 2 Nov 2013 10:12:42 -0300
Dear all,
I'm running a xtivreg, fe and a xtivreg, re. I've included dummies for time in both models.
I need to chosse between the fe and re, and for this purpose I've run the hausman test.
But the result of the test rejects the fixed effects model and it says: (V_b-V_B is not positive definite)
My first doubt is: Is that a problem?
Now, I need to test the validity of the instruments I've chosen. My second doubt is: What is the command for the over identifying restrictions test?
As I haven't found this command, I've decided to run an ivregress with dummies for individuals and time and the same variables I've used in the xtivreg. Now, my doubt is: Do the results of ivregress should be the same as in xtivreg?
Hope to hearing from you soon.
Best wishes,
Gabrielle
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