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st: Question Regarding the First-Stage Regression of xtivreg2


From   Richard Ahn <ahnsh@uci.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Question Regarding the First-Stage Regression of xtivreg2
Date   Thu, 16 Jul 2009 09:27:45 -0700

Anyone know why the first-stage regression of xtivreg2 reports the Anderson-Rubin Wald test and the Stock-Wright LM S statistic when I have only one excluded instrument?

Here's my structural equation:

ln_totalcost = cmi_inpdays* adm* ln_wage comp (curhdef = avg_hdef)

Isn't the test for overidentifying restrictions only supposed to be reported when there is more than one excluded instrument?

Thank you in advance!

--
Richard Ahn, M.A.
Statistician
Health Policy Research Institute
University of California, Irvine
111 Academy, Suite 220
Irvine, CA 92697-5800
Email: richard.ahn@uci.edu
Phone: (949) 824-9823

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