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| From | Lukas Borkowski <LukasBork@hotmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Test for Strict Exogeneity after FD |
| Date | Sat, 19 May 2012 11:37:19 +0200 |
Dear all, I am using Stata 11.2. I am working on panel data with just two time periods and applied first-differencing to compute a FD-estimator. In Wooldridge (2002): Econometric Analysis of cross-section and panel data, page 285 I came across a very appealing way to somehow run the hausman test after FD to test for strict exogeneity. However, after trying for ages, I do still not know how to do that in Stata. My question is: How do I test for strict exogeneity (via Hausman or elsewise) after running FD? What is the command? Thank you so much for your help! # Lukas Borkowski * * 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/