Conley's plausibly exogenous test

[Md Anik Islam]

I want to use Conley's plausibly exogenous test as a check for validity but the command plausexog doesn't seem to work with xtivreg. My data structure fits xtivreg better rather than ivreg2. If I keep doing xtivreg, can you suggest other validity checks which are similar to conley's test? If there are no possible validity check measure, I would focus on doing ivreg2 after making necessary changes.

[Carlo Lazzaro]

Md:
by typing -search Conley-, Stata points you out to the community-contributed module -PLAUSEXOG-, which might be interesting for your research purposes.

[Sebastian Kripfganz]

With a bit of work, you should be able to replicate the xtivreg results with ivreg2.