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st: two endogenous regressors


From   "NEYMOTIN, FLORENCE" <neymotin@calmail.berkeley.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: two endogenous regressors
Date   Fri, 24 Mar 2006 11:00:36 -0800

Hello, does anyone know the correct test of the first stage when I have two endogenous regressors and two instruments? (so my equation is exactly identified). I heard something about an S-Test, and I'm not exactly sure how my "rule of thumb" about an F-stat of at least 9 or 10 for the first stage changes when I have multiple first-stages to worry about.
Thanks
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