Andrea,
-ivendog- isn't equipped (yet?) to handle -xtivreg2-.
However, you have an easy alternative, which is to use the -orthog()-
option of -xtivreg2- to conduct your endogeneity tests. Check out
the help file examples of -ivreg2-, and you'll see an example in the
list of how to mimic a Durbin-Wu-Hausman endogeneity test using this
option.
Cheers,
Mark
From: "Andrea Molinari" <[email protected]>
To: <[email protected]>
Subject: st: xtivreg2
Date sent: Wed, 16 Nov 2005 16:07:08 -0000
Send reply to: [email protected]
> Dear Statalisters,
>
> I'm using the new -xtivreg2- command for FE IV, with the following equation:
>
> xtivreg2 $text lrectextg dbrcatext (lreptextg = l.lrgdp95pcx l.lreptextg),
> fe first
>
> This works fine, but when I try to run the -ivendog- command to check for
> the regressor's endogeneity, I get the following error message:
>
> ivendog lrectextg
>
> ivendog works only after ivreg, ivreg2; use dmexogxt after xtivreg
> last estimates not found
> r(301);
>
> I then installed -dmexogxt- and tried:
>
> dmexogxt lreptextg
>
> but got the following error:
>
> dmexogxt only works after xtivreg, fe
> last estimates not found
> r(301);
>
> Something similar seems to occur when I try to use the -overid, all-
> command, although for me this is not essential, I only use it as a check.
>
> Does anyone have any suggestions as of what test (and command) to use for
> endogeneity?
>
> Many thanks!
>
> Andrea
>
>
> *
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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
44-131-451-4202 CERT administrator
http://www.sml.hw.ac.uk/cert
*
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