But doesn't -orthog- regard the exogeneity of the instruments
themselves, where as I am interested in the exogeneity/endogeneity of
the instrumentED variable?
The ivreg2 examples include
(Tests of exogeneity and endogeneity)
(Test the exogeneity of 1 regressor)
. ivreg2 lw s expr tenure rns smsa _I* (iq=med kww age mrt),
gmm orthog(s)
This is a test of whether s is properly considered exogenous (as this
estimated equation specifies) versus endogenous.
