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st: RE: Hausman taylor
Julia,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Julia Spies
> Sent: 28 April 2006 12:48
> To: [email protected]
> Subject: st: Hausman taylor
>
> Dear all,
>
> I'm quite a beginner with Stata and i'm trying to run a
> Hausman taylor regression. However, taking some (plausible)
> time-invariant variables as endogeneous results in outrageous
> parameter estimates for these variables.
> Nevertheless, the over-identification test suggests that
> instrumenting these variables has improved the model.
This sounds odd ... what do you mean by "improving the model"?
--Mark
> Does
> anyone have an idea what the problem could be? I understand
> there is no option to correct for heteroskedasticity and
> autocorrelation. Does anyone know how to do it manually?
>
> Cheers,
> Julia
>
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