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st: Re: IV regression with multiple IVs


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: IV regression with multiple IVs
Date   Wed, 5 Nov 2008 07:02:55 -0500

< >
Please see Baum-Schaffer-Stillman articles in 2003 and 2007 Stata Journals. 2003 article is available free from
http://ideas.repec.org/a/tsj/stataj/v3y2003i1p1-31.html
2007 article is available in preprint form from my website below.

Kit

Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Nov 5, 2008, at 02:33 , Ritashree wrote:

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?

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