Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Nijman and Verbeek Test

From   "Naceur Khraief" <[email protected]>
To   <[email protected]>
Subject   st: Nijman and Verbeek Test
Date   Sun, 21 Nov 2004 14:57:13 -0500

Hi users
To test the Selection Bias, a simple test was suggested by Nijman and Verbeek (1992) in the context of random effects estimation. My selection equation has the form : Q_it = X_it.b1  + c_i + u_it  (tobit equation) and the interest equation: P_it  = X_it.b2 + d_i + v_it.  How do I realize this test with stata.
Thanks in advance.

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index