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RE: st: St: interpret the result of Hausman test


From   "Hoang Dinh Quoc" <hoangdquoc@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: St: interpret the result of Hausman test
Date   Mon, 23 Apr 2012 20:45:29 +0700

Many thanks for your explanation.

Best,
Quoc

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis
Sent: Monday, April 23, 2012 3:51 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: St: interpret the result of Hausman test

Yes. As per the message below, I would sooner trust the iv estimator (IF 
you have strong instruments).

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 23.04.2012 04:37, Hoang Dinh Quoc wrote:
> Dear Prof.
>
> Thank you for your help.
>
> Yes, I am sure that I am using the same control variables in the models.
>
> For reg: the syntax I used is:
> .regress depvar indepvar1 indepvar2 indepvar3 indepvar4 endovar
>
> For ivreg2:
> .ivreg2 depvar indepvar1 indepvar2 indepvar3 indepvar4 (endovar = IV),
> endog(endovar)
>
> With this result, I think I can conclude that I have endogeneity problem,
> right? So what to do in order to solve this problem?
>
>
> Best,
> Quoc
>
> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis
> Sent: Friday, April 20, 2012 5:21 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: St: interpret the result of Hausman test
>
> Odd that your OLS estimates is not significant and the iv estimate is.
> Perhaps others can shed light on this.
>
> Are you sure you are including the same control variables (exogenous) in
> each model?
>
> What, precisely, is the syntax for the reg and ivreg2 models?
>
> J.
>
> __________________________________________
>
> Prof. John Antonakis
> Faculty of Business and Economics
> Department of Organizational Behavior
> University of Lausanne
> Internef #618
> CH-1015 Lausanne-Dorigny
> Switzerland
> Tel ++41 (0)21 692-3438
> Fax ++41 (0)21 692-3305
> http://www.hec.unil.ch/people/jantonakis
>
> Associate Editor
> The Leadership Quarterly
> __________________________________________
>
>
> On 20.04.2012 11:37, Hoang Dinh Quoc wrote:
>> Thank you very much for your explanation, Prof.
>>
>> Yes, it seems to be quite different between iv and ols; for the variable
x
>> (suspect var for endogenous), the model ols shows the coefficient is
> .03589
>> and the p-value 0.615; but the ivreg2 shows coefficient .3302337 and p
> value
>> 0.020.
>> Did you mean that I would better take the ovreg2 for the final result?
>>
>> Best,
>> Quoc
>>
>>
>> -----Original Message-----
>> From: owner-statalist@hsphsun2.harvard.edu
>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John Antonakis
>> Sent: Friday, April 20, 2012 3:53 PM
>> To: statalist@hsphsun2.harvard.edu
>> Subject: Re: st: St: interpret the result of Hausman test
>>
>> According to the endog test, your regressor is probably endogenous
>> (given that you are close to the commonly-determined critical value of p
>> <   .05) and thus requires instrumenting.  Are the estimates of iv and
ols
>> very different? If they are, and if your instruments are strong , which
>> they seem to be judging form the Anderson test and the Stock-Yogo
>> critical values, you may be better off trusting the inefficient iv
>> estimate, than the efficient (but probably inconsistent) OLS estimate.
>>
>> See: http://www.stata.com/statalist/archive/2012-03/msg01264.html
>>
>> Best,
>> J.
>>
>> __________________________________________
>>
>> Prof. John Antonakis
>> Faculty of Business and Economics
>> Department of Organizational Behavior
>> University of Lausanne
>> Internef #618
>> CH-1015 Lausanne-Dorigny
>> Switzerland
>> Tel ++41 (0)21 692-3438
>> Fax ++41 (0)21 692-3305
>> http://www.hec.unil.ch/people/jantonakis
>>
>> Associate Editor
>> The Leadership Quarterly
>> __________________________________________
>>
>>
>> On 20.04.2012 10:18, Hoang Dinh Quoc wrote:
>>> Thanks. Below is what I got by ivreg2 y (x = z), endog(x). You talked
>> about
>>> the p-value 0.0600, right? Does this mean that we can conclude no
>>> endogeneity problem?
>>>
>>> Best,
>>> Quoc
>>>
>>>
>>>
>>> Underidentification test (Anderson canon. corr. LM statistic):
>>> 49.520
>>>                                                       Chi-sq(1) P-val =
>> 0.0000
>>
>
----------------------------------------------------------------------------
>>> --
>>> Weak identification test (Cragg-Donald Wald F statistic):
>> 53.345
>>> Stock-Yogo weak ID test critical values: 10% maximal IV size
>> 16.38
>>>                                             15% maximal IV size
>> 8.96
>>>                                             20% maximal IV size
>> 6.66
>>>                                             25% maximal IV size
>> 5.53
>>> Source: Stock-Yogo (2005).  Reproduced by permission.
>>>
>
----------------------------------------------------------------------------
>>> Sargan statistic (overidentification test of all instruments):
>> 0.000
>>>                                                     (equation exactly
>>> dentified)
>>> -endog- option:
>>> Endogeneity test of endogenous regressors:
>> 3.538
>>>                                                       Chi-sq(1) P-val =
>> 0.0600
>>> Regressors tested:    sc_tie_weak
>>>
>
----------------------------------------------------------------------------
>>> --
>>> Instrumented:         sc_tie_weak
>>> Included instruments: sc_tie_strong sex income_cat_07 alter_SIOPs
>> head_siops
>>>                          market_close ethnic headage leader hhknown
>> access_cre
>>>                          Cre_Con mass_media Road_constraint red_gre
>>>                          no_extension_contact _Idistrict_2 _Idistrict_3
>>>                          _Idistrict_4 _Idistrict_5 _Idistrict_6
> _Idistrict_7
>>> Excluded instruments: loan_bank_job
>>>
>>>
>>>
>>>
>>> -----Original Message-----
>>> From: owner-statalist@hsphsun2.harvard.edu
>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John
Antonakis
>>> Sent: Friday, April 20, 2012 3:03 PM
>>> To: statalist@hsphsun2.harvard.edu
>>> Subject: Re: st: St: interpret the result of Hausman test
>>>
>>> No. I meant -endog- and not -orthog-.
>>>
>>> Do you have the latest version of ivreg2?
>>>
>>> . which ivreg2
>>> c:\ado\plus\i\ivreg2.ado
>>> *! ivreg2 3.1.04  19mar2012
>>> *! authors cfb&    mes
>>> *! see end of file for version comments
>>>
>>> If not, updated your ivreg2 file:
>>>
>>> ssc install ivreg2, replace
>>>
>>> Then redo the iv-regression and see what you get.
>>>
>>> Best,
>>> J.
>>>
>>> __________________________________________
>>>
>>> Prof. John Antonakis
>>> Faculty of Business and Economics
>>> Department of Organizational Behavior
>>> University of Lausanne
>>> Internef #618
>>> CH-1015 Lausanne-Dorigny
>>> Switzerland
>>> Tel ++41 (0)21 692-3438
>>> Fax ++41 (0)21 692-3305
>>> http://www.hec.unil.ch/people/jantonakis
>>>
>>> Associate Editor
>>> The Leadership Quarterly
>>> __________________________________________
>>>
>>>
>>> On 20.04.2012 09:50, Hoang Dinh Quoc wrote:
>>>> Dear Prof. Antonakis,
>>>>
>>>> Thank you very much for your suggestion.
>>>>
>>>>
>>>>
>>>> For your suggestion:
>>>>
>>>> hausman one two, sigmamore
>>>> What does that give?
>>>>
>>>> The result is below; I guess something went wrong with this result,
>> right?
>>>>
>>>>         b = consistent under Ho and Ha; obtained from regress
>>>>
>>>>             B = inconsistent under Ha, efficient under Ho; obtained
from
>>>> ivregress
>>>>
>>>>
>>>>
>>>>         Test:  Ho:  difference in coefficients not systematic
>>>>
>>>>
>>>>
>>>>                       chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>>>>
>>>>                               =    -3.33    chi2<0 ==>     model fitted
on
>> these
>>>>                                             data fails to meet the
>> asymptotic
>>>>                                             assumptions of the Hausman
>> test;
>>>>                                             see suest for a generalized
>> test
>>>> Your comment: "ivreg2 y (x = z), endog(x)". I guess you meant option
>>>> 'orthog' right? Because endog did not work on my Stata; I am using
Stata
>>> 10.
>>>> Below is the result; according to this result, as the P-value (0.0600)
> is
>>>> bigger than 0.5, I guess I can conclude x is not endogenous, right?
>>>>
>>>>
>
----------------------------------------------------------------------------
>>>> --
>>>> Sargan statistic (Lagrange multiplier test of excluded instruments):
>>>> 3.538
>>>>                                                        Chi-sq(1) P-val
=
>>>> 0.0600
>>>> -orthog- option:
>>>> Sargan statistic (eqn. excluding suspect orthogonality conditions):
>>>> 0.000
>>>>                                                        Chi-sq(0) P-val
=
>>>> .
>>>> C statistic (exogeneity/orthogonality of suspect instruments):
>>>> 3.538
>>>>                                                        Chi-sq(1) P-val
=
>>>> 0.0600
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> Best,
>>>>
>>>> Quoc
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> -----Original Message-----
>>>> From: owner-statalist@hsphsun2.harvard.edu
>>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John
> Antonakis
>>>> Sent: Thursday, April 19, 2012 8:42 PM
>>>> To: statalist@hsphsun2.harvard.edu
>>>> Subject: Re: st: St: interpret the result of Hausman test
>>>>
>>>>
>>>>
>>>> Do:
>>>>
>>>>
>>>>
>>>> hausman one two, sigmamore
>>>>
>>>>
>>>>
>>>> What does that give? If the hausman test is still NPD try:
>>>>
>>>>
>>>>
>>>> ivreg2 y (x = z), endog(x)
>>>>
>>>>
>>>>
>>>> Also, did you try it in sem as I suggested?
>>>>
>>>>
>>>>
>>>> If the p value of the endogeneity test is<     .05 then x is
endogenous.
>>>>
>>>>
>>>>
>>>> However, if your sample is small the test might not have much power (so
>>>>
>>>> I would be worried about endogeneity if<     .10). If you have good
> reason
>>>> to believe that x is endogenous then the iv estimator should be
> retained.
>>>>
>>>>
>>>> HTH,
>>>>
>>>> J.
>>>>
>>>>
>>>>
>>>> __________________________________________
>>>>
>>>>
>>>>
>>>> Prof. John Antonakis
>>>>
>>>> Faculty of Business and Economics
>>>>
>>>> Department of Organizational Behavior
>>>>
>>>> University of Lausanne
>>>>
>>>> Internef #618
>>>>
>>>> CH-1015 Lausanne-Dorigny
>>>>
>>>> Switzerland
>>>>
>>>> Tel ++41 (0)21 692-3438
>>>>
>>>> Fax ++41 (0)21 692-3305
>>>>
>>>> http://www.hec.unil.ch/people/jantonakis
>>>>
>>>>
>>>>
>>>> Associate Editor
>>>>
>>>> The Leadership Quarterly
>>>>
>>>> __________________________________________
>>>>
>>>>
>>>>
>>>>
>>>>
>>>> On 19.04.2012 10:39, Hoang Dinh Quoc wrote:
>>>>
>>>>> Dear Prof. Antonakis,
>>>>> Thank you very much for your quick support.
>>>>> I followed your suggestion:
>>>>> "reg y x
>>>>> est store one
>>>>> ivregress 2sls y (x=z)
>>>>> est store two
>>>>> hausman one two"
>>>>> And I got this result:
>>>>> Test:  Ho:  difference in coefficients not systematic
>>>>>                        chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>>>>>                                =        3.31
>>>>>                      Prob>chi2 =      0.0687
>>>>>                      (V_b-V_B is not positive definite)
>>>>> With is result, can I conclude that no endogeneity problem?
>>>>> Thanks,
>>>>> Best,
>>>>> Hoang Dinh Quoc
>>>>> -----Original Message-----
>>>>> From: owner-statalist@hsphsun2.harvard.edu
>>>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John
>> Antonakis
>>>>> Sent: Thursday, April 19, 2012 3:23 PM
>>>>> To: statalist@hsphsun2.harvard.edu
>>>>> Subject: Re: st: St: interpret the result of Hausman test
>>>>> Hi:
>>>>> I am not quite sure what you have done here.
>>>>> If you want to do this "by hand" do an augmented regression:
>>>>> http://www.stata.com/support/faqs/stat/endogeneity.html
>>>>> Else, use the -endog- option in the user-written program, ivreg2,
>>>>> available from ssc (i.e., ssc install ivreg2, replace), e.g. (for
>>>>> dependent variable y, endogenous regressor x, and instrument z):
>>>>> ivreg2 y (x = z), endog(x).
>>>>> Or do the usual hausman test via Stata, e.g.,
>>>>> reg y x
>>>>> est store one
>>>>> ivregress 2sls y (x=z)
>>>>> est store two
>>>>> hausman one two
>>>>> Finally, you can do this in the new Stata command, -sem- using maximum
>>>>> likelihood:
>>>>> sem (y<-x) (x<-z), cov(e.y*e.x)
>>>>> The test of the correlation between the disturbances is the Hausman
>>>>> test, as we explain in detail here:
>>>>> Antonakis, J., Bendahan, S., Jacquart, P.,&      Lalive, R. (2010). On
>>>>> making causal claims: A review and recommendations. The Leadership
>>>>> Quarterly, 21(6). 1086-1120.
>>>>> http://www.hec.unil.ch/jantonakis/Causal_Claims.pdf
>>>>> For more basic explanations see:
>>>>> Antonakis, J., Bendahan, S., Jacquart, P.,&      Lalive, R.
(submitted).
>>>>> Causality and endogeneity: Problems and solutions. In D.V. Day (Ed.),
>>>>> The Oxford Handbook of Leadership and Organizations.
>>>>> http://www.hec.unil.ch/jantonakis/Causality_and_endogeneity_final.pdf
>>>>> HTH,
>>>>> J.
>>>>> __________________________________________
>>>>> Prof. John Antonakis
>>>>> Faculty of Business and Economics
>>>>> Department of Organizational Behavior
>>>>> University of Lausanne
>>>>> Internef #618
>>>>> CH-1015 Lausanne-Dorigny
>>>>> Switzerland
>>>>> Tel ++41 (0)21 692-3438
>>>>> Fax ++41 (0)21 692-3305
>>>>> http://www.hec.unil.ch/people/jantonakis
>>>>> Associate Editor
>>>>> The Leadership Quarterly
>>>>> __________________________________________
>>>>> On 19.04.2012 10:14, Hoang Dinh Quoc wrote:
>>>>>       >      Dear Statalist members,
>>>>>       >
>>>>>       >      I would like to ask you a question regarding the result
of a
>>> Hausman
>>>>> test.
>>>>>       >
>>>>>       >      My question is, with this result, if I conclude that I
have
> no
>>>> problem of
>>>>
>>>>>       >      endogeneity; in other words, I have no endogenous
variable?
>>>>>       >
>>>>>       >      I followed these steps:
>>>>>       >      1. regress (OLS) to get a residual
>>>>>       >      2. predict weak_rest1
>>>>>       >      3. regress (OLS) using weak_rest1
>>>>>       >      4. regress 2sls using IV
>>>>>       >
>>>>>       >      Here is the result of the t test of the residual:
>>>>>       >      . test weak_res1
>>>>>       >
>>>>>       >       ( 1)  weak_res1 = 0
>>>>>       >
>>>>>       >             F(  1,   355) =    3.34
>>>>>       >                  Prob>      F =    0.0686
>>>>>       >
>>>>>       >      With is result, can I conclude that no endogeneity
problem?
>>>>>       >
>>>>>       >      Thank you very much.
>>>>>       >
>>>>>       >      Best regards,
>>>>>       >      Hoang Dinh Quoc
>>>>>       >
>>>>>       >
>>>>>       >
>>>>>       >
>>>>>       >      *
>>>>>       >      *   For searches and help try:
>>>>>       >      *   http://www.stata.com/help.cgi?search
>>>>>       >      *   http://www.stata.com/support/statalist/faq
>>>>>       >      *   http://www.ats.ucla.edu/stat/stata/
>>>>> *
>>>>> *   For searches and help try:
>>>>> *   http://www.stata.com/help.cgi?search
>>>>> *   http://www.stata.com/support/statalist/faq
>>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>>> *
>>>>> *   For searches and help try:
>>>>> *   http://www.stata.com/help.cgi?search
>>>>> *   http://www.stata.com/support/statalist/faq
>>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>> *
>>>>
>>>> *   For searches and help try:
>>>>
>>>> *   http://www.stata.com/help.cgi?search
>>>>
>>>> *   http://www.stata.com/support/statalist/faq
>>>>
>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>>
>>>> -----Original Message-----
>>>> From: owner-statalist@hsphsun2.harvard.edu
>>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John
> Antonakis
>>>> Sent: Thursday, April 19, 2012 8:42 PM
>>>> To: statalist@hsphsun2.harvard.edu
>>>> Subject: Re: st: St: interpret the result of Hausman test
>>>>
>>>> Do:
>>>>
>>>> hausman one two, sigmamore
>>>>
>>>> What does that give? If the hausman test is still NPD try:
>>>>
>>>> ivreg2 y (x = z), endog(x)
>>>>
>>>> Also, did you try it in sem as I suggested?
>>>>
>>>> If the p value of the endogeneity test is<     .05 then x is
endogenous.
>>>>
>>>> However, if your sample is small the test might not have much power (so
>>>> I would be worried about endogeneity if<     .10). If you have good
> reason
>>>> to believe that x is endogenous then the iv estimator should be
> retained.
>>>> HTH,
>>>> J.
>>>>
>>>> __________________________________________
>>>>
>>>> Prof. John Antonakis
>>>> Faculty of Business and Economics
>>>> Department of Organizational Behavior
>>>> University of Lausanne
>>>> Internef #618
>>>> CH-1015 Lausanne-Dorigny
>>>> Switzerland
>>>> Tel ++41 (0)21 692-3438
>>>> Fax ++41 (0)21 692-3305
>>>> http://www.hec.unil.ch/people/jantonakis
>>>>
>>>> Associate Editor
>>>> The Leadership Quarterly
>>>> __________________________________________
>>>>
>>>>
>>>> On 19.04.2012 10:39, Hoang Dinh Quoc wrote:
>>>>> Dear Prof. Antonakis,
>>>>>
>>>>> Thank you very much for your quick support.
>>>>>
>>>>> I followed your suggestion:
>>>>> "reg y x
>>>>> est store one
>>>>> ivregress 2sls y (x=z)
>>>>> est store two
>>>>> hausman one two"
>>>>>
>>>>> And I got this result:
>>>>>
>>>>> Test:  Ho:  difference in coefficients not systematic
>>>>>
>>>>>                        chi2(1) = (b-B)'[(V_b-V_B)^(-1)](b-B)
>>>>>                                =        3.31
>>>>>                      Prob>chi2 =      0.0687
>>>>>                      (V_b-V_B is not positive definite)
>>>>>
>>>>> With is result, can I conclude that no endogeneity problem?
>>>>>
>>>>> Thanks,
>>>>> Best,
>>>>> Hoang Dinh Quoc
>>>>>
>>>>>
>>>>>
>>>>> -----Original Message-----
>>>>> From: owner-statalist@hsphsun2.harvard.edu
>>>>> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of John
>> Antonakis
>>>>> Sent: Thursday, April 19, 2012 3:23 PM
>>>>> To: statalist@hsphsun2.harvard.edu
>>>>> Subject: Re: st: St: interpret the result of Hausman test
>>>>>
>>>>> Hi:
>>>>>
>>>>> I am not quite sure what you have done here.
>>>>>
>>>>> If you want to do this "by hand" do an augmented regression:
>>>>>
>>>>> http://www.stata.com/support/faqs/stat/endogeneity.html
>>>>>
>>>>> Else, use the -endog- option in the user-written program, ivreg2,
>>>>> available from ssc (i.e., ssc install ivreg2, replace), e.g. (for
>>>>> dependent variable y, endogenous regressor x, and instrument z):
>>>>>
>>>>> ivreg2 y (x = z), endog(x).
>>>>>
>>>>> Or do the usual hausman test via Stata, e.g.,
>>>>>
>>>>> reg y x
>>>>> est store one
>>>>> ivregress 2sls y (x=z)
>>>>> est store two
>>>>> hausman one two
>>>>>
>>>>> Finally, you can do this in the new Stata command, -sem- using maximum
>>>>> likelihood:
>>>>>
>>>>> sem (y<-x) (x<-z), cov(e.y*e.x)
>>>>>
>>>>> The test of the correlation between the disturbances is the Hausman
>>>>> test, as we explain in detail here:
>>>>>
>>>>> Antonakis, J., Bendahan, S., Jacquart, P.,&      Lalive, R. (2010). On
>>>>> making causal claims: A review and recommendations. The Leadership
>>>>> Quarterly, 21(6). 1086-1120.
>>>>> http://www.hec.unil.ch/jantonakis/Causal_Claims.pdf
>>>>>
>>>>> For more basic explanations see:
>>>>>
>>>>> Antonakis, J., Bendahan, S., Jacquart, P.,&      Lalive, R.
(submitted).
>>>>> Causality and endogeneity: Problems and solutions. In D.V. Day (Ed.),
>>>>> The Oxford Handbook of Leadership and Organizations.
>>>>> http://www.hec.unil.ch/jantonakis/Causality_and_endogeneity_final.pdf
>>>>>
>>>>>
>>>>> HTH,
>>>>> J.
>>>>>
>>>>> __________________________________________
>>>>>
>>>>> Prof. John Antonakis
>>>>> Faculty of Business and Economics
>>>>> Department of Organizational Behavior
>>>>> University of Lausanne
>>>>> Internef #618
>>>>> CH-1015 Lausanne-Dorigny
>>>>> Switzerland
>>>>> Tel ++41 (0)21 692-3438
>>>>> Fax ++41 (0)21 692-3305
>>>>> http://www.hec.unil.ch/people/jantonakis
>>>>>
>>>>> Associate Editor
>>>>> The Leadership Quarterly
>>>>> __________________________________________
>>>>>
>>>>>
>>>>> On 19.04.2012 10:14, Hoang Dinh Quoc wrote:
>>>>>       >      Dear Statalist members,
>>>>>       >
>>>>>       >      I would like to ask you a question regarding the result
of a
>>> Hausman
>>>>> test.
>>>>>       >
>>>>>       >      My question is, with this result, if I conclude that I
have
> no
>>>> problem of
>>>>>       >      endogeneity; in other words, I have no endogenous
variable?
>>>>>       >
>>>>>       >      I followed these steps:
>>>>>       >      1. regress (OLS) to get a residual
>>>>>       >      2. predict weak_rest1
>>>>>       >      3. regress (OLS) using weak_rest1
>>>>>       >      4. regress 2sls using IV
>>>>>       >
>>>>>       >      Here is the result of the t test of the residual:
>>>>>       >      . test weak_res1
>>>>>       >
>>>>>       >       ( 1)  weak_res1 = 0
>>>>>       >
>>>>>       >             F(  1,   355) =    3.34
>>>>>       >                  Prob>      F =    0.0686
>>>>>       >
>>>>>       >      With is result, can I conclude that no endogeneity
problem?
>>>>>       >
>>>>>       >      Thank you very much.
>>>>>       >
>>>>>       >      Best regards,
>>>>>       >      Hoang Dinh Quoc
>>>>>       >
>>>>>       >
>>>>>       >
>>>>>       >
>>>>>       >      *
>>>>>       >      *   For searches and help try:
>>>>>       >      *   http://www.stata.com/help.cgi?search
>>>>>       >      *   http://www.stata.com/support/statalist/faq
>>>>>       >      *   http://www.ats.ucla.edu/stat/stata/
>>>>>
>>>>> *
>>>>> *   For searches and help try:
>>>>> *   http://www.stata.com/help.cgi?search
>>>>> *   http://www.stata.com/support/statalist/faq
>>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>>>
>>>>> *
>>>>> *   For searches and help try:
>>>>> *   http://www.stata.com/help.cgi?search
>>>>> *   http://www.stata.com/support/statalist/faq
>>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>> *
>>>> *   For searches and help try:
>>>> *   http://www.stata.com/help.cgi?search
>>>> *   http://www.stata.com/support/statalist/faq
>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>>
>>>> *
>>>> *   For searches and help try:
>>>> *   http://www.stata.com/help.cgi?search
>>>> *   http://www.stata.com/support/statalist/faq
>>>> *   http://www.ats.ucla.edu/stat/stata/
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
>>> *   http://www.stata.com/support/statalist/faq
>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
>>> *   http://www.stata.com/support/statalist/faq
>>> *   http://www.ats.ucla.edu/stat/stata/
>> *
>> *   For searches and help try:
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