st: F test, consitency and ivreg

["Nirina F" <fstata@gmail.com>]

Hello everyone,

I would graeatly appreciate if you could answer my  3 simple questions

1-If i have the following regression
y=ax1+ bx2+cx3+dx4+e

How do I get the F test of joint significance of x2, x3, and x4 (I
then exclude x1)

2- Lookking at my equation above, I think x1 is endogenous and would
need to instrument.
Do I need to have a valid IV (which would be difficult) to test
whether x1 is endogenous or not? or is there any other way for me to
test that my coef on x1 are not consistent because it is endogenous
without using iV?

3- What are the advantage of using ivreg2 compared to ivreg ?


Thanks a lot in advance
Nirin
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