Hello to all,
I am somewhat new to Stata, so please forgive my ignorance should the answer to my question be painfully obvious to the more experienced.
I am estimating a random effects panel model, and I believe that some of the time-invariant regressors are endogenous. I have experimented with xtivreg and xtivreg2, but I have not figured out a (simple) way to test for overidentifying restrictions or perform the standard first-stage joint significance test. I know these are options for the fixed effects model. Is there another routine out there that may allow for these tests? I have searched around the internet a bit, but I have yet to come across anything. I just wanted to try the board about before cranking this out in Matlab.
Thanks in advance for any help.
Best,
Tom
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