st: Re: exogeneity test in panel

[baum <baum@bc.edu>]

--On Saturday, September 21, 2002 2:33 -0400 John wrote:

> Please, how can I perform an exogeneity test using the "xtivreg, re"
> command.  Is there something similar to the "dmexogxt" command, which is
> for "xtivreg, fe"?
Steve Stillman and I have looked at the possible basis for using such an 
auxiliary regression test in a random effects context. We have not 
convinced ourselves that an analogous test is appropriate in that context. 
It may well be, but we need to look at it more carefully.

Kit
________________________________________________________________________
Christopher F Baum, Boston College Economics, Chestnut Hill MA 02467 USA
baum@bc.edu                       http://fmwww.bc.edu/ec-v/baum.fac.html
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