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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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