Dear Mark, thank you very much for your kind reply but I have to confess I am still uncertin when it comes to the actual operative commands. In particular, could you explain ma how a cluster-robust xtoverid of my xtivreg2 estimation represents an Hausman test for F/R effect? What's the specific code to be used to make the comparison?
If I consider my previous equation,
xtivreg2 x1 x2 x3 (x4= x5 x6), robust first fe
(which is "robust" in the option...)
and, as you say, I call for a "xtoverid, robust" or a "xtoverid, cluster(id)", I get only a new estimation of the Sargan-Hansen statistic. I mean, nothing suggest me a FEvsRE Hausman test. Could you help me (hopefully, by an a short but illustrative example) with the next steps? Many thanks again.
Damiano
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