Dear all,
I am trying to conduct the endogeneity test after implementing xtivreg command. However, the Hausman test used is not working. So, I tried suest command suggested by Stata but it also did not work.
So, my question is how to conduct the endogeneity test after REIV taking into consideration that I use bootstrapping for the standard errors.
Here are the steps that I tried:
I also tried the below codes. However, it does not take into consideration the bootstrapping.
Please advise me.
Thanks,
Maye
I am trying to conduct the endogeneity test after implementing xtivreg command. However, the Hausman test used is not working. So, I tried suest command suggested by Stata but it also did not work.
So, my question is how to conduct the endogeneity test after REIV taking into consideration that I use bootstrapping for the standard errors.
Here are the steps that I tried:
Code:
sort Findid year xtset Findid year *Without IV xi: xtreg crhrsday $X5 if female==1, re vce(robust) estimates store hoursdayfwotiv *With IV xi: xtivreg crhrsday $X4 (crtrvtmp= $IV2) if female==1, re vce(bootstrap, reps(500) seed(1)) first small estimates store hoursperdayfemales hausman hoursdayfwotiv hoursperdayfemales , sigmaless force *Hausman did not work. Yielded a negative chi square and State suggested the use of suest. suest hoursdayfwotiv hoursperdayfemales
I also tried the below codes. However, it does not take into consideration the bootstrapping.
Code:
reg crtrvtmp $X4 $IV2 predict v1hat, resid xtreg crhrsday crtrvtmp v1hat $X4 $IV2, re vce(robust) test v1hat
Thanks,
Maye
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