Anyone know why the first-stage regression of xtivreg2 reports the
Anderson-Rubin Wald test and the Stock-Wright LM S statistic when I have
only one excluded instrument?
Here's my structural equation:
ln_totalcost = cmi_inpdays* adm* ln_wage comp (curhdef = avg_hdef)
Isn't the test for overidentifying restrictions only supposed to be
reported when there is more than one excluded instrument?
Thank you in advance!
--
Richard Ahn, M.A.
Statistician
Health Policy Research Institute
University of California, Irvine
111 Academy, Suite 220
Irvine, CA 92697-5800
Email: [email protected]
Phone: (949) 824-9823
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