
From  "Rodrigo A. Alfaro" <raalfaroa@gmail.com> 
To  <statalist@hsphsun2.harvard.edu> 
Subject  st: Re: 2sls with multiplyimputed data sets 
Date  Fri, 25 May 2007 18:23:15 0400 
Hi all
in Stata I estimate an equation with 2sls using multiplyimputed 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 HansenJ test of overidentifying
restrictions (I have clusterrobust 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.
Thanks!
Viola

Viola Angelini
Department of Economics, University of Padua
Via del Santo 33, 35123 Padova, Italy
Tel.: + 39 049 8274008, Fax: +39 049 8274221
http://www.decon.unipd.it/personale/curri/angelini

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