Mark,
Thanks for your suggestion. I tried that, but -ivreset- only seems to
run after -ivreg2-, and not after -xtivreg3-
Any other suggestions would be more than welcomed!
Andrea
Quoting Mark Schaffer <[email protected]>:
> 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
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
>
>
> 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
>
>
>
> __________________________________________________________________
>
> DISCLAIMER:
>
> This e-mail message is subject to http://www.hw.ac.uk/disclaim.htm
> __________________________________________________________________
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
Andrea Molinari
PhD in Economics student
University of Sussex
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
