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?
Gustavo replied:
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.
Another option is to use ivreg2 and its -orthog- option. findit ivreg2
for details.
