st: Nijman and Verbeek Test

["Naceur Khraief" <nkhraief@ecn.ulaval.ca>]

Hi users
 
To test the Selection Bias, a simple test was suggested by Nijman and Verbeek (1992) in the context of random effects estimation. My selection equation has the form : Q_it = X_it.b1  + c_i + u_it  (tobit equation) and the interest equation: P_it  = X_it.b2 + d_i + v_it.  How do I realize this test with stata.
Thanks in advance.
  

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