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st: RE: Nijman and Verbeek Test

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Nijman and Verbeek Test
Date   Sun, 21 Nov 2004 22:06:25 -0000

. 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. 

[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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