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st: 2sls with multiply-imputed data sets

From   "Viola Angelini" <>
To   <>
Subject   st: 2sls with multiply-imputed data sets
Date   Fri, 25 May 2007 10:59:19 +0200

Hi all

in Stata I estimate an equation with 2sls using multiply-imputed data sets
(5 implicates) but I do have many problems when it comes to performing the
usual tests.
I would like to know how to carry out the Hansen-J test of overidentifying
restrictions (I have cluster-robust standard errors) and the endogeneity
(Hausman) test with multiply imputed datasets. I can perform the test
separately on the five imputed datasets but then I haven't got a clue how to
combine the results.



Viola Angelini
Department of Economics, University of Padua
Via del Santo 33, 35123 Padova, Italy
Tel.: + 39 049 8274008, Fax: +39 049 8274221
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