In order to check it, I use “xtoverid” after “xtreg, re” and the output of stata is in fact a FE vs RE test (results below). But I use “xtoverid” after “xtivreg, re” and output of stata does not suggest that it is a FE vs RE test like in the previous case... Mor...
> > > However, in the online help is written "A test for fixed vs. random > > > effects is also a test of overidentifying restrictions, and xtoverid > > > will report this after a standard panel data estimation with xtreg, > > > re". But, here is not > > consider "xtivreg" ...
if in your model the number of instruments exceeds the number of regressors you can use overid, using SSC.overid computes versions of a "Sargan" or "Basmann" test of overidentifying restrictions for a number of instrumental variables estimators including ivprobit. Mansour >>> "Sun, Yan (IFPRI...
> Hansen test of overid. restrictions: chi2(0) = 0.00 Prob > chi2 = . > (Robust, but can be weakened by many instruments.) This is an exactly identified model. With zero overidentifying restrictions (see the df for the Chi-squared), the Hansen's J stat must be zero. You can ...
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-xtoverid-, available from SSC in the usual way, provides a test of overidentifying restrictions after estimation by -xthtaylor-. This may be what you're looking for. HTH, mark *** From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of ...
To <statalist@hsphsun2.harvard.edu> Subject Re: st: sargan test and hansen j statistic- xtabond2 Date Fri, 20 Feb 2009 11:46:47 +0100As described in Roodman (2006:11-12) the choice of relying on the Hansen's J or Sargan's test of overidentifying restrictions depends on whether you...
There is a very brief discussion of this in the xtoverid help file. The H-T estimator is, in fact, an IV estimator, and if there are overidentifying restrictions these can be tested. Probably the best thing to do is to read about this either in the original H-T paper or in a ...
To<statalist@hsphsun2.harvard.edu> Subjectst: RE: hausman, augmented test from Vince's code and xtoverid after xtivreg DateMon, 30 Jul 2012 23:24:48 +0100 References: st: hausman, augmented test from Vince's code and xtoverid after xtivreg ...