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st: Do 2sls, ivreg etc. test the rank condition of identification?


From   Thomas Cornelissen <cornelissen@ewifo.uni-hannover.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Do 2sls, ivreg etc. test the rank condition of identification?
Date   Tue, 02 Oct 2007 09:55:09 +0200

I am wondering how Stata would react if I trid to estimate an unidentified equation of a simultaneous equations model.

I tried it out, and got "Equation is not identified -- does not meet order conditions".

Do -2sls-, -3sls- and -ivreg- also test the rank condition? (In case the order condition is met, but not the rank condition.)
In any case, I imagine I wouldn't get any estimation results if the model is not identified. So, at least implicitly the rank condition must be checked.

Or should a separate command for that be used, such as -ranktest- ?
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