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st: hausman test xtivreg(re) vs ivreg
From
"Sergio I Prada" <[email protected]>
To
[email protected]
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
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