I am doing panel ARDL on STATA and want to run a Hausman Test (command xtpmg) to determine which estimator is most appropriate (MG, PMG or DFE). I first tried PMG vs MG and the result shows "maximum number of iterations exceeded" for MG but worked fine for PMG. Again, PMG vs DFE, and same problem to DFE but works fine for PMG. Please advice, thank you very much.
Related Posts with Why is Hausman Test cannot work on my panel ARDL?
Testing for selection biasHello everyone, I was wondering if anyone knows how to test for differences in characteristics for …
Generalized Diff-in-Diff with different treatment startsHello, I am new to statalist but I used the forum previously to find help which I did. However, I c…
Procedure to estimate effects with repeated binary outcomes after propensity scoreHello. I'm using Stata 15.1. I have a dataset of 88 observations in the treatment group, and need t…
How to show the ENDOG results using OUTREG2 from INSTRUMENTAL REGRESSION?Hello Stata users, Does anybody know the command in OUTREG2 to show the ENDOG command results (i.e.…
How to attribute a numeric value to a string variable through a loopHi all, In my Dataset I have 12241 unique values, every individual is represented by the variable c…
Subscribe to:
Post Comments (Atom)
0 Response to Why is Hausman Test cannot work on my panel ARDL?
Post a Comment