You need to install the program.
ssc install ivreg2
On Fri, Aug 14, 2009 at 4:18 AM, Marco Buur<[email protected]> wrote:
> Thanks Mark and Steve
>
> I tried to use
>
>> xtreg A B C , fe robust
>> est store fixed
>> xtreg A B C , re robust
>> xtoverid
>
> but Stata says "Error - must have ivreg2 version 2.1.15 or greater installed"
> I installed ivreg2 it but there is no any progress.
> Please advice
>
>
>
>
> On Thu, Aug 13, 2009 at 4:38 PM, Marco Buur<[email protected]> wrote:
>> I run hausman test and got Prob>chi2 = 0.1668
>> According my undestanding this is confmation that I should use random
>> effect model. Am i right ?
>>
>> Thanks a lot
>>
>> xtreg A B C , fe robust
>> est store fixed
>> xtreg A B C , re robust
>> hausman fixed
>>
>>
>> Test: Ho: difference in coefficients not systematic
>>
>> chi2(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>> = 11.67
>> Prob>chi2 = 0.1668
>> (V_b-V_B is not positive definite)
>>
>>
>>
>
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>
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