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st: RE : RE: Nijman and Verbeek Test

From   "Naceur Khraief" <[email protected]>
To   <[email protected]>
Subject   st: RE : RE: Nijman and Verbeek Test
Date   Sun, 21 Nov 2004 17:38:38 -0500

The other name is the selection bias test.

	-------- Message d'origine-------- 
	De: Nick Cox [mailto:[email protected]] 
	Date: dim. 2004-11-21 17:06 
	À: [email protected] 
	Objet: st: RE: Nijman and Verbeek Test

	. 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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