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st: Two stage least square estimation overidentified Sargan test
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"[email protected]" <[email protected]>
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Subject
st: Two stage least square estimation overidentified Sargan test
Date
Wed, 1 Jun 2011 12:11:10 +0200 (CEST)
Dear statalist,
I am working with a just identified model thus I can not perform the validity
test proposed by Stata 10 (Sargan test). I read in previous discussion that to
avoid this problem it is possible to increment the number of instruments by
adding linear transformations of these. Does someone know something more about
this? What are the main theoretical references?Please let me know.
Thank you in advance
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