st: ivreset

[Arne Risa Hole <ah522@york.ac.uk>]

Dear Statalisters

I am using ivreset to do a Pesaran-Taylor Reset test after ivreg2. However, 
I am not able to replicate the result from ivreset manually. For example:

use http://fmwww.bc.edu/ec-p/data/hayashi/griliches76.dta 
reg iq s expr tenure rns smsa med kww 
predict double iq_hat 
reg lw iq_hat s expr tenure rns smsa 
predict double lw_hat 
gen double lw_hat2 = lw_hat^2
ivreg2 lw s expr tenure rns smsa lw_hat2 (iq=med kww) 
test lw_hat2

results in a slightly different chi2 statistic than:

ivreg2 lw s expr tenure rns smsa (iq=med kww)
ivreset

There's probably something wrong with my code but I can't seem to figure 
out the problem. Any insights would be greatly appreciated.

Thanks and best regards,
Arne

Arne Risa Hole
Research Fellow
Centre for Health Economics
Alcuin 'A' Block
University of York
York YO10 5DD
UK

Tel:   +44 (0)1904 321404
Email: ah522@york.ac.uk

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