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| From | Christopher Baum <kit.baum@bc.edu> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| Subject | re: st: Testing Instrument for endogeneity |
| Date | Thu, 31 Mar 2011 20:32:18 -0400 |
<>
Could someone please tell me what is the command for endogenity test? Like
for ivreg and ivreg2 one can use ivendog. So what is the command for
xtivreg2???
It might help if you would take the time to read the documentation. xtivreg2 from SSC is a 'wrapper' for ivreg2, so all ivreg2 options are available. You might look specifically at the description of the orthog() and endog() options. Many further details are available in the two Baum-Schaffer-Stillman papers cited in the help file. They are freely downloadable.
Kit
coauthor ivreg2
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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