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st: Re: How large Shea's partial R square shoul be to have a good IV


From   "Quang Nguyen" <quangn@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: How large Shea's partial R square shoul be to have a good IV
Date   Fri, 21 Sep 2007 12:49:48 -1000

Dear all,

I run IVREG2 and received the Shea's of 0.05. Do you think this is OK?
Also, I run the Hausman Wu test of endogeneity which didn't reject the
null. As such, is t a good idea to use 2SLS?

Many thanks!

Quang
 --
 "My father gave me the greatest gift anyone could give another
person, he believed in me." - Jim Valvano



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he believed in me." - Jim Valvano
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