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st: Endogenous Panel Estimation


From   Thomas Mayock <tjm04e@fsu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Endogenous Panel Estimation
Date   Wed, 12 Dec 2007 17:42:57 -0500

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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