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| From | Simone Sasso <sasso@merit.unu.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: Hausman test for endogeneity for HT panel estimator |
| Date | Mon, 13 Jan 2014 12:19:41 +0100 |
Dear Mark,Thanks a lot for your help. Is there any other way to test the endogeneity of the variables before running the -xthtaylor- or do i necessarily have to pick the variables that I expect to be endogenous beforehand, run the -xthtaylor- with them as -endog- and then test their endogeneity with the -xtoverid-?
Many thanks and have a nice day, Simone Il 1/13/2014 11:26 AM, Schaffer, Mark E ha scritto:
Simone, -xtoverid-, available from SSC in the usual way, provides a test of overidentifying restrictions after estimation by -xthtaylor-. This may be what you're looking for. HTH, mark ********* From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of simone sasso Sent: 13 January 2014 10:00 To: statalist@hsphsun2.harvard.edu Subject: st: Hausman test for endogeneity for HT panel estimator Hello, I am working on a large panel dataset. I've run the Hausman test to compare random vs. fixed effect finding that random effect are not consistent. I would like to try using the Hausman and Taylor model, beliving that in my analysis some of the estimators are endogenous and some are exogenous. In order to run the Hasman test between FE and HT estimators, do I first have to arbitrarly assume which are the variable that are endogeous or how can I see that? Many thanks in advance for your help, Simone ----- Sunday Times Scottish University of the Year 2011-2013 Top in the UK for student experience Fourth university in the UK and top in Scotland (National Student Survey 2012) We invite research leaders and ambitious early career researchers to join us in leading and driving research in key inter-disciplinary themes. Please see www.hw.ac.uk/researchleaders for further information and how to apply. Heriot-Watt University is a Scottish charity registered under charity number SC000278. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/
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