Thanks to Kit Baum, a new routine for testing overidentifying
restrictions after panel data estimation is available on SSC.
-xtoverid- provides overid tests after IV estimations on panel data. It
is compatible with fixed effects, random effects, between, and first
differences estimation (via -xtivreg- or -xtivreg2-), and with
Hausman-Taylor estimation (via -xthtaylor-). Heteroskedastic- and
cluster-robust overid stats are supported.
-xtoverid- requires Stata 8.2 and -ivreg2- by Baum-Schaffer-Stillman,
also available from SSC.
-xtoverid- builds on and greatly extends the previously circulated
-overidxt-. Users of the latter will probably want to install the new
program.
To install, -findit xtoverid- from within Stata and follow the links.
--Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
*
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* http://www.ats.ucla.edu/stat/stata/
