Gonzalo wrote:
I'm trying to run a -suest- for comparing estimates from iv and ols. I
haven't
been able to perform the test as I couldn't set the score option for the
-ivreg-. Does the iv estimator supports the score option? And if so, how
does the syntax goes for performing the test?
The -ivreg- command supports the pscore option. However, the score series
obtained is no correct for -suest-. Therefore, at present it is not possible
to use suest to test ivreg vs ols. The alternative is the -hausman- command.
Gustavo Sanchez
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Gonzalo Varela
Sent: Tuesday, February 15, 2005 1:33 PM
To: [email protected]
Subject: st: ivreg and suest
Dear all,
I'm trying to run a -suest- for comparing estimates from iv and ols. I
haven't
been able to perform the test as I couldn't set the score option for the
-ivreg-. Does the iv estimator supports the score option? And if so, how
does the syntax goes for performing the test?
Thanks,
Gonzalo Varela.
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