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st: Re: ivendog with robust


From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: ivendog with robust
Date   Wed, 4 Jan 2006 07:40:33 -0500

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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