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Re: st: IV identification test using svy


From   Bill Lin <bill.lin.86@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IV identification test using svy
Date   Sat, 3 Mar 2012 16:09:04 -0500

will try that, many thanks~

On Sat, Mar 3, 2012 at 4:01 PM, William Buchanan
<william@williambuchanan.net> wrote:
> Hi Bill,
>
> You could run the model with ivreg2 (from SSC) with pweights.  The only major change you should notice in the models is that the standard errors in the non-svyset data will be larger.  I'm not positive of the effect it would have on the diagnostic tests that are available from -ivreg2- but it should at least help you to start moving in the right direction.
>
> Billy
>
>
>
> On Mar 3, 2012, at 12:36 PM, Bill Lin wrote:
>
>> Dear All
>>
>> Does any one know how to conduct over/under identification test for IV
>> using the command: svy: ivregress.  I need to handle the complex
>> survey design and want to use 2sls for IV estimation. ivreg2 does not
>> work with the svy prefix. Thanks,
>>
>> Bill
>>
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