Andrea,
I *think* -ivreset- will run after -xtivreg2-.
Cheers,
Mark
> Dear Statalisters,
>
> I am running an IV regression with an IV/WITHIN model to instrument 2
> variables with 4 instruments.
> The command I am writing is:
>
> xtivreg2 $reg (lrgdp95m lrgdp95x = lemplm lemplx lregfkfm lregfkfx), fe
> robust bw(2)
>
> After the regression results, and besides the typical IV tests, I would
> like to run other diagnostic tests, such as normality and a RESET.
>
> Does anyone know a way around this? After xtreg I used to run -ovtest-
> and -pantest2-, but these do not seem to work after xtivreg2.
>
> I face a similar problem with the command -ivreg2-, where I cannot
> make -ovtest- work...
>
> Any suggestions would be more than welcomed!
>
> Many thanks,
> Andrea
>
>
> Andrea Molinari
> PhD in Economics student
> University of Sussex
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>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3294
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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