Dear all,
I used balanced panel data and have googled with the following string -test for endogeneity in panel data- gives back some Stata-related entries. But there is no specific case fits for my model which contains no instrument variables. I attached the commands and results in stata below. Based on the regression of -xtreg-, how should I start to the test of endogeneity in stata?
Array
Array
Thanks,
David
I used balanced panel data and have googled with the following string -test for endogeneity in panel data- gives back some Stata-related entries. But there is no specific case fits for my model which contains no instrument variables. I attached the commands and results in stata below. Based on the regression of -xtreg-, how should I start to the test of endogeneity in stata?
Code:
xtset id yr sort id yr xtreg ex tfpch logavem c_tfpch_c_logavem avlogperavar logperavinterest shock east_1,re vce(r)
Array
Thanks,
David