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From | Christopher Baum <kit.baum@bc.edu> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | re:RE: st: how to perform an endogeneity test involving "streg" |
Date | Wed, 19 Oct 2011 16:45:40 -0400 |
<> Cam said Yanling, I think you mean xtreg. That doesn't really make sense either, as xtreg does not support IVs. Perhaps xtivreg? If you need to do a diagnostic test on a panel data model with IVs, use Schaffer's -xtivreg12- from SSC, which requires Baum-Schaffer-Stillman -iveg2- and Schaffer's -ranktest-. The B-S-S Stata Journal papers 2003,2007 cover the issues regarding testing for validity of instruments, endogeneity of particular regressors, etc. KIt Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/