[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: ivreg2 running OLS

From   "Nirina F" <>
Subject   st: ivreg2 running OLS
Date   Thu, 20 Sep 2007 06:33:52 -0400

Hello again,

I run ivreg2 and it is telling me that my endogenous variable is
collinear with the instruments and then it is running OLS but still
reporting Sargan test of overid.

I find it wierd since this is what I would have expected it to do:

drop the collinear variables from the list of  instruments and then
still run 2SLS. Could anyone please help on what could be the trick?

Many thanks in advance,

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index