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st: testing for independence of residuals in 3SLS


From   "Gayatri Brij Koolwal" <gbk5@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: testing for independence of residuals in 3SLS
Date   Wed, 18 May 2005 15:17:17 -0400 (EDT)

I have estimated a system of equations via 3SLS (cross-section data), and
wanted to test whether the residuals across equations are correlated.  I
obtained the matrix of residuals and there is a high degree of
correlation, but is there a command that will perform the test as well?

Thank you very much.

Best
gayatri


-- 
Gayatri B. Koolwal
Department of Economics
408 Uris Hall
Cornell University
Ithaca, NY 14853

gbk5@cornell.edu
http://people.cornell.edu/pages/gbk5

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