Re: st: RE: Test for choice between IV and OLS estimates inpanel regression

[<suryadipta.roy@lawrence.edu>]

Mark,

Thanks very much!
Suryadipta.

On Fri, 4 Aug 2006 09:33:23 +0100
 "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk> wrote:
> Suryadipta,
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu 
> > [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf 
> > Of 
> > suryadipta.roy@lawrence.edu
> > Sent: Friday, August 04, 2006 7:27 AM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: st: Test for choice between IV and OLS 
> > estimates in 
> > panel regression
> >
> > 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.
> This is the -endog- option, which appeared in version 
> 1.0.03.  If you
> have an earlier version, you can do it using the 
> -orthog- option, but
> updating is probably easier.
>
> Cheers,
> Mark
>
> 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
> http://www.sml.hw.ac.uk/cert
>
>
>
> > 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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Suryadipta Roy, Ph.D.
Visiting Assistant Professor,
Department of Economics,
Lawrence University,
115 South Drew Street,
Appleton, WI-54911.
Phone: 920-832-7343.
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/