Dear listers,
my concern is to estimate a panel with the Hausman Taylor methodology. This estimator assumes some of the time invariant and variant covariates to be endogenous.
Apart from arguing with economic theory, I would like to test the endogeneity of some regressors (i.e. correlation with individual random effect). I heard from a specification test based on Hausman (1978) - suppose that complete reference is not necessary here - proposed by Baltagi, Bresson and Pirotte (2003): "Fixed Effects, Random Effects of Hausman-Taylor? A Pretest Estimator", published in Economics Letters 79, pp. 361-369. Is this test implemented in Stata? Is there another way to test the endogeneity of regressors and by this to analyze whether HT might be superior to RE?
Best,
John.
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