. findit nijman
yields nothing. It could be that this test
has been implemented under another name, but
(a wild guess) more likely that you need
to write the program yourself.
Nick
[email protected]
Naceur Khraief
>
> 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.
*
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