Thank You Nicola. This is very helpful.
Grant.
-----Original Message-----
From: [email protected]
To: [email protected]
Date: Sat, 05 Apr 2008 16:32:08 +0200
Subject: Re: st: Testing for Endogeneity in Panel Data
You may use them as instruments, and the Sargan/Hansen test (performed by default) will test for their exogeneity. You may find more about it in:
Roodman, D. 2006. How to Do xtabond2: An Introduction to "Difference" and "System" GMM in Stata. Working Paper 103. Center for Global Development, Washington.
Nicola
At 02.33 03/04/2008 -0400, "Grant Peter Kabango" wrote:
>Dear statalisters,
>
>I am estimating a panel data regression model using xtabond2. If I want to check for endogeneity in my variables, how can I proceed in terms of stata command?
>
>Thanks,
>
>Grant (1990553567)
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