Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Hansen J under constraints


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Hansen J under constraints
Date   Thu, 11 Nov 2004 08:16:22 -0500

If you impose that constraint, you don't need ivreg2, or even regress: summarize (win-0.5 temp) will give you the 'null model'. No estimation needed, and no issue of endogeneity, since you have moved temp to the LHS.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Nov 11, 2004, at 2:33 AM, statalist-digest wrote:


the problem is that i can't re-estimate the equation as my orginal looks like
this:

ivreg2 win (temp = one instru1 instru2), gmm ro cluster(year)

Initially i was estimating the coefficient on temp.
but now I want to be able estimate the J stat if i impose the coefficient on
temp to be 0.5
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index