Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | "Sergio I Prada" <sprada1@umbc.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: hausman test xtivreg(re) vs ivreg |
| Date | Fri, 12 Mar 2010 09:55:58 -0500 (EST) |
Dear members: I would like to know if it is possible to do a test in Stata on xtivreg (with random effects) vs. the same specification using ivreg without random effects. Please note that this is not a FE vs RE comparison. I can't run FE on my specification because my endogenous variable does not vary within xt units. I have done something like ivreg y x2 x3 (x1= z1 z2) estimates store ivreg xtset w xtivreg y x2 x3 (x1= z1 z2), re estimates store ivreg_re hausman ivreg xtivreg_re, sigmamore but some of the SEs under the sqrt(diag(V_b-V_B)) column come up as missing -- Sergio * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/