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st: re: testing for endogeneity after reg3


From   [email protected]
To   [email protected]
Subject   st: re: testing for endogeneity after reg3
Date   Fri, 26 Jan 2007 11:59:40 +0100

I was thinking that "overid" (I knew it works after "reg3") was for testing for
overidentification of the instruments, and only for that.
I would like also to test if there are differences between the model with
instruments and the model without. Maybe my instruments are valid but there is
no difference...Am I wrong?


>Kit Baum wrote:

>Valerie reports difficulty estimating a -hausman- after reg3. As has been
>discussed on the list, you may now use -overid- to perform that test, even in
>the presence of linear constraints.

>ssc install overid, replace
>help overid


>Kit Baum, Boston College Economics
>http://ideas.repec.org/e/pba1.html
>An Introduction to Modern Econometrics Using Stata:
>http://www.stata-press.com/books/imeus.html

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