Try xtivreg2. You will have to install it.
Dimitris
-----Original Message-----
From: valerio ercolani <[email protected]>
To: [email protected]
Date: Sun, 2 Jul 2006 09:34:29 +0200
Subject: st: j test in xtivreg
I'm using xtivreg, re
I can't find an option to do a test for the validity of instruments, i.e. J-
test or Sargan test.
Is there a way to do it???
Thank you
Valerio
Quoting valerio ercolani <[email protected]>:
>
> I am using xtivreg (random effect) and I need to add the option "cluster",
> but
> i can't!
>
> I have tried using xtivreg2, but this command does't perform a random effect
>
> estimation (just fixed effect and first difference), and, me, I really need a
>
> rendom effect estimation for my model.
>
> Is there a way to do it? that is, to have a dynamic random effect estimation+
>
> cluster option?
>
> Thanks
>
>
> Valerio Ercolani
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>
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****************************************
Dimitris Pavlopoulos
Tilburg University
Faculty of Social Sciences
Warandelaan 2, Postbus 90153
5037 AB, TILBURG
THE NETHERLANDS
Tel. ++31 13 466 3001/ Room S-173
email: [email protected]
***************************************
*
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