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Re: st: re: IV regression with multiple IVs


From   "ritashree chakrabarti" <hirup01@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: IV regression with multiple IVs
Date   Tue, 4 Nov 2008 10:20:17 -0500

endogeous option with ivreg2. How is the null hypothesis of this test
different from the DWH versions of the test statistic. I read the
explanations provided in STATA, but was not very clear on how the test
is conducted. Does the null check the difference between the OLS and
IV, so that a rejection of the null can be interpreted as bias in the
OLS coefficients?

Thanks

Rita
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