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st: RE: ivreg and suest


From   "Gustavo Sanchez" <gsanchez@stata.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ivreg and suest
Date   Tue, 15 Feb 2005 15:50:44 -0600

Gonzalo wrote:

I'm trying to run a -suest- for comparing estimates from iv and ols. I
haven't
been able to perform the test as I couldn't set the score option for the
-ivreg-. Does the iv estimator supports the score option? And if so, how
does the syntax goes for performing the test?

The -ivreg- command supports the pscore option. However, the score series
obtained is no correct for -suest-. Therefore, at present it is not possible
to use suest to test ivreg vs ols. The alternative is the -hausman- command.

Gustavo Sanchez


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Gonzalo Varela
Sent: Tuesday, February 15, 2005 1:33 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: ivreg and suest


Dear all,

I'm trying to run a -suest- for comparing estimates from iv and ols. I
haven't
been able to perform the test as I couldn't set the score option for the
-ivreg-. Does the iv estimator supports the score option? And if so, how
does the syntax goes for performing the test?

Thanks,
Gonzalo Varela.


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