XTOVERID: Stata module to calculate tests of overidentifying restrictions after xtreg, xtivreg, xtivreg2, xthtaylor

By Mark E. Schaffer, S. Stillman. 2006

298 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ac052318f1ae661278a9632b62a1f5e1441a5135

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Citations in the corpus

• On making causal claims: A review and recommendations (2010, methodology): “In comparing the fixed-effects to the random-effects estimator, an alternative to the Hausman test is the Sargan–Hansen test (Schaffer & Stillman, 2006), which can be used with robust or clusterrobust standard errors.”
• Do Risk Preferences Change? Evidence from the Great East Japan Earthquake (2018, unknown): “23 The test is conducted using the “xtoverid” command in Stata software, which was developed by Schaffer and Stillman (2006).”