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st: causality test in xtreg, re


From   Marco Buur <marco.buur@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: causality test in xtreg, re
Date   Fri, 15 Jul 2011 09:58:36 +0200

Dear all,
I am wondering how to conduct causality test between dependent and
independent variable in xtreg, re? My objective is to explore if
independant variable is endogenous variable.
The gcause2 doesn't work in xtreg command.

Thank you in advance

Marco
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