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Re: st: Testing for endogeneity with xtabond

From   "Mark Schaffer" <[email protected]>
To   [email protected]
Subject   Re: st: Testing for endogeneity with xtabond
Date   Fri, 18 Jun 2004 10:52:15 +0100


From:           	M Quagliariello <[email protected]>
To:             	<[email protected]>
Subject:        	Re: st: Testing for endogeneity with xtabond
Date sent:      	Fri, 18 Jun 2004 10:35:25 +0100
Send reply to:  	[email protected]

> Dear Mark and Surajit,
> Thank you very much for your suggestions.
> Mark you are right my variables C) are regressors, but I am not using
> xtabond2 (just xtabond).

-xtabond2- is a program by David Roodman that does everything that 
xtabond does, plus some more.  You should check it out.


> I will try to proceed as you suggest (putting the same instruments in
> the 2 models....provided xtabond allows me to do that!).
> Surajit, if I understand correctly -dmexogxt- compares an IV model and
> an OLS model. But I suspect the OLS model is always inconsistent when I
> have the lagged dependent variable in my equation.
> Thanks again,
> Mario
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Prof. Mark E. Schaffer
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS  UK
44-131-451-3494 direct
44-131-451-3008 fax
44-131-451-3485 CERT administrator

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