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Re: st: Different coefficient magnitudes in ols and 2sls estimation
From
Sukesh Patro <[email protected]>
To
[email protected]
Subject
Re: st: Different coefficient magnitudes in ols and 2sls estimation
Date
Thu, 22 Apr 2010 14:30:22 -0500
Yes. There is a previous message in which I posted the Sargan test
value (Chi-Sq was 6.259 and p-value of 0.0124).
Thanks again,
Sukesh
On Thu, Apr 22, 2010 at 2:25 PM, Christopher Baum <[email protected]> wrote:
> 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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