st: Re: Hansen J under constraints

[Kit Baum <baum@bc.edu>]

If you impose that constraint, you don't need ivreg2, or even regress: 
summarize (win-0.5 temp) will give you the 'null model'. No estimation 
needed, and no issue of endogeneity, since you have moved temp to the 
LHS.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Nov 11, 2004, at 2:33 AM, statalist-digest wrote:


> the problem is that i can't re-estimate the equation as my orginal 
> looks like
> this:
>
> ivreg2 win (temp = one instru1 instru2), gmm ro cluster(year)
>
> Initially i was estimating the coefficient on temp.
> but now I want to be able estimate the J stat if i impose the 
> coefficient on
> temp to be 0.5
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