Hi,
I am trying to do an overidentification test for a 3SLS regression. The
overid command does not work after reg3, so I was wondering if there is a
way of getting around that. If I re-run the model as ivreg2 and take the
Sargan statistic from there, is that equivalent to testing
overidentification for a 3SLS? Any suggestions on this topic would be
greatly appreciated!
Thanks in advance,
Victoria
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