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st: Re: Hansen J under constraints

From   Kit Baum <>
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

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

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
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