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re: st: Different coefficient magnitudes in ols and 2sls estimation
From
Christopher Baum <[email protected]>
To
[email protected]
Subject
re: st: Different coefficient magnitudes in ols and 2sls estimation
Date
Thu, 22 Apr 2010 15:25:43 -0400
<>
We did a Hausman test on Y2 and find that it is not exogenous
(p-values are less than 0.001). We have not done Sargan/Hansen tests.
We will look into that and post the outcome. Yes, we do have Z1 and Z2
(our equations are over-identified).
If you are using -ivreg2- of Baum/Schaffer/Stillman, you have the Sargan or Hansen test statistics in the output
in an overidentified model. They are produced automatically.
Kit Baum | Boston College Economics and DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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