Alessia,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> alessia matano
> Sent: 30 May 2007 20:53
> To: [email protected]
> Subject: st: testing exogeneity after xtivreg2 with weights
>
> Hi to all,.
>
> I would like to apply an exogeneity test after xtivreg 2 with
> weights, that I have to compare with areg , absorb( ),
> because a standard xtreg, fe does not allow to put weights.
> I can not use hausman, neither the other test that work only
> after ivreg or xtivreg
>
> thank you
> alessia
You can compare the regression with endogenous regressors to one with
exogenous regressors using -xtivreg2- for both; -xtivreg2- allows you to
specify that all regressors are exogenous.
But why not just use the -endog- option of -xtivreg2-? This should
generate the exogeneneity test that you want.
Cheers,
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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