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st: ivreg2 & endogenity

From   Ozgur Ozdemir <>
To   Stata <>
Subject   st: ivreg2 & endogenity
Date   Sun, 29 Jul 2012 16:40:22 +0000


I would like to test the endogenity of 2 variables using their 1-year lags as instruments. The model is 

ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r 

the variables x4 and x5 might be endogenous.

and would like to test whether x4 and/or x5 is endogenous. However not sure if I need to do test together 
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x4 x5)

or separately one by one like the following
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x4)
ivreg2 y x1 x2 (x4 x5 = L.x4 L.x5), r endogtest(x5)

kind regards
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