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st: 2SLS and Hausman test


From   Claude Francoeur <claude.francoeur@hec.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: 2SLS and Hausman test
Date   Tue, 27 Nov 2007 19:08:07 -0500

Hello,

I suspect there would endogeneity between "ad" and "roa". I want to test for 
endogeneity and perform a 2SLS to get valid estimates. Apparently, the 
following commands should work, but Stata generates an error. Can you tell 
me what is wrong with my syntax?

ivreg ad pse bonus leverage roa pricebook beta lnsize blockown (roa = pse 
bonus leverage pricebook beta lnsize ); hausman, save;

regress ad pse bonus leverage roa pricebook beta lnsize blockown; hausman, 
constant sigmamore;



Thanks,

Claude 


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