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st: Re: Hansen J under constraints


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: Hansen J under constraints
Date   Thu, 11 Nov 2004 08:16:22 -0500

If you impose that constraint, you don't need ivreg2, or even regress: summarize (win-0.5 temp) will give you the 'null model'. No estimation needed, and no issue of endogeneity, since you have moved temp to the LHS.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html

On Nov 11, 2004, at 2:33 AM, statalist-digest wrote:


the problem is that i can't re-estimate the equation as my orginal looks like
this:

ivreg2 win (temp = one instru1 instru2), gmm ro cluster(year)

Initially i was estimating the coefficient on temp.
but now I want to be able estimate the J stat if i impose the coefficient on
temp to be 0.5
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