st: Re: ivendog with robust

[Kit Baum <baum@bc.edu>]

The help file for ivendog states

ivendog is for use after ivreg or ivreg2; see help ivreg or help  
ivreg2 (if installed).  The test is not
valid with pweights, nor with the robust or cluster options of the  
original estimator, and will not be
performed in these circumstances.

An equivalent procedure that is available in this context is the  
orthog() option in ivreg2. See the ivreg2 help file for clickable  
examples.

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


On Jan 4, 2006, at 2:33 AM, statalist-digest wrote:


> Why doesn't -ivendog- (Hausman tests) work after two stage estimations
> with robust errors?
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