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Re: st: Different coefficient magnitudes in ols and 2sls estimation


From   Sukesh Patro <kksp.stata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Different coefficient magnitudes in ols and 2sls estimation
Date   Thu, 22 Apr 2010 14:30:22 -0500

Yes. There is a previous message in which I posted the Sargan test
value (Chi-Sq was 6.259 and p-value of 0.0124).
Thanks again,
Sukesh


On Thu, Apr 22, 2010 at 2:25 PM, Christopher Baum <baum@bc.edu> wrote:
> If you are using -ivreg2- of Baum/Schaffer/Stillman, you have the Sargan or Hansen test statistics in the output
> in an overidentified model. They are produced automatically.
> Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html

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