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st: Two stage least square estimation overidentified Sargan test


From   "claudiac.4@libero.it" <claudiac.4@libero.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Two stage least square estimation overidentified Sargan test
Date   Wed, 1 Jun 2011 12:11:10 +0200 (CEST)

Dear statalist,

I am working with a just identified model thus I can not perform the validity 
test proposed by Stata 10 (Sargan test). I read in previous discussion that to 
avoid this problem it is possible to increment the number of instruments by 
adding linear transformations of these. Does someone know something more about 
this? What are the main theoretical references?Please let me know.

Thank you in advance
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