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st: Do 2sls, ivreg etc. test the rank condition of identification?
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From |
Thomas Cornelissen <[email protected]> |
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To |
[email protected] |
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Subject |
st: Do 2sls, ivreg etc. test the rank condition of identification? |
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Date |
Tue, 02 Oct 2007 09:55:09 +0200 |
I am wondering how Stata would react if I trid to estimate an
unidentified equation of a simultaneous equations model.
I tried it out, and got "Equation is not identified -- does not meet
order conditions".
Do -2sls-, -3sls- and -ivreg- also test the rank condition? (In case the
order condition is met, but not the rank condition.)
In any case, I imagine I wouldn't get any estimation results if the
model is not identified. So, at least implicitly the rank condition must
be checked.
Or should a separate command for that be used, such as -ranktest- ?
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