st: Test for choice between IV and OLS estimates in panelregression

[<suryadipta.roy@lawrence.edu>]

Dear Statalist,

I need to choose between IV and OLS estimates in panel 
regression and was thinking of doing a Hausman test 
between IV and OLS (using xtivreg and xtreg respectively) 
and reject the null hypothesis (and choose the IV 
estimate) if the p-value of the test comes out to be less 
than 0.05. I was just wondering if it can be done using 
xtivreg2. I read the xtivreg2.hlp file but it did not seem 
to discuss this situation. Your suggestions are highly 
appreciated.

Thanks!
Suryadipta.


Suryadipta Roy, Ph.D.
Visiting Assistant Professor,
Department of Economics,
Lawrence University,
115 South Drew Street,
Appleton, WI-54911.
Phone: 920-832-7343.
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