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st: HT estimator without endogenous time invariant vars


From   Seema Bhatia <ler02sb@reading.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: HT estimator without endogenous time invariant vars
Date   Mon, 17 Dec 2007 18:25:38 -0000

Hello all

I am working with the HT estimator to estimate my model as a FE model is not 
appropriate for my study but the Hausman test suggests correlation between 
the X's and the individual effects. I know that the theory says that the 
rule is that k1 > g2 for overidentification. But what if is suspect that 
none of the time invariant variables in my model are endogenous? Is it still 
ok to use the HT estimator?

I would be very grateful for any guidance on the matter.

Many thanks

Seema

Seema Bhatia-Panthaki
Research Postgraduate
University of Reading
UK


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