Hi,
I have done a cross-section 2SLS 3-equation system
using -reg3, 2sls- for my dissertation and the fact
that postestimation analysis is limited when compared
to other analysis hasn't helped. Now that I have to
report the results, it would be great if you could
help me.
1. What tests do I have to report (ie what tests are
usually reported after system 2sls)?
1.1 Do I report R2's, s.e.e. or none?
2. Is there some command that is equivalent to
-ivhettest- after ivreg? Are there any ideas as to how
I micht test for hetero in the regressions after
-reg3-?
Thanks for your insights.
All the best,
Ed
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