Q1: How can i find out my endogenous variables? as one test is showing them as endogenous and other showing them not. how to verify it?? Q2: how to test combinely (collectively ) endogeneity in model as i have apply gmm for my analysis as other fe/re is not suitable. i have no prob of hetro and auto.
@@nomanarshed Hello Noman, I installed the package "xtoverid" and tried it after the "xthenreg" command. The feedback was that it doesn't work for the xthenreg command. Do you have any other recommendations? Thanks.
Well I would have checked it manually the way GMM (xtivreg2) does in the background. As this test is not automatically added by this program. May be you can email to the author so that he can add this feature in the next update.
Q1: How can i find out my endogenous variables? as one test is showing them as endogenous and other showing them not. how to verify it?? Q2: how to test combinely (collectively ) endogeneity in model as i have apply gmm for my analysis as other fe/re is not suitable. i have no prob of hetro and auto.
What are the codes for the post-estimation? The J-statistic for overidentification test. Thank you.
Xtoverid i think
@@nomanarshed Hello Noman, I installed the package "xtoverid" and tried it after the "xthenreg" command. The feedback was that it doesn't work for the xthenreg command.
Do you have any other recommendations? Thanks.
Well I would have checked it manually the way GMM (xtivreg2) does in the background. As this test is not automatically added by this program. May be you can email to the author so that he can add this feature in the next update.
@@nomanarshed Very well. Thank you.
Why it doesn't run If N
For that you can use non stationary models.
@@nomanarshed Sir can you suggest some models?
Determine break in panel data using xtbreak and use that dummy to check for change in slopes within Panel ARDL type models.