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st: ivreg2 running OLS not 2SLS


From   "Nirina F" <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: ivreg2 running OLS not 2SLS
Date   Thu, 20 Sep 2007 06:36:01 -0400

Hello ,

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,


Nirina
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