I enjoyed a lot your session on stata I really appreciated your efforts that you put to carry out this wonderful lecture on stata and you deserve more than my words.
Thank you for all your clear and easy to follow stata instructions! I wonder, is there any method of handeling endogeneity when using a RE-regression method? I am performing a panel data study on multiple countires with one dependent variable and seven undependent variables. My performed tests on the data indicate RE is the appropriate estimation method. My teacher has told me that there should be issues with endogeneity, and that I need to adjust for this or make sure I explain why I cannot adjust for the issue. Do I strictly have to go FE robust cluster if there are significant probabilities for endogeneity? Any help on the issue would be much appreciated!
Please see doi.org/10.1016/j.indmarman.2017.11.010 and www.statalist.org/forums/forum/general-stata-discussion/general/1595922-endogeneity-in-panel-data
Many thanks for the video. It was a great tool for learning more about it. I have a question. What happens if robust RE don't provide p value? Should we just accept RE then or do some post analysis?
