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st: re: suest and ivreg


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: re: suest and ivreg
Date   Tue, 15 Feb 2005 19:46:10 -0500

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?

Gustavo replied:

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.


Another option is to use ivreg2 and its -orthog- option. findit ivreg2 for details.


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

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