st: 2sls with multiply-imputed data sets

["Viola Angelini" <viola.angelini@unipd.it>]

Hi all

in Stata I estimate an equation with 2sls using multiply-imputed data sets
(5 implicates) but I do have many problems when it comes to performing the
usual tests.
I would like to know how to carry out the Hansen-J test of overidentifying
restrictions (I have cluster-robust standard errors) and the endogeneity
(Hausman) test with multiply imputed datasets. I can perform the test
separately on the five imputed datasets but then I haven't got a clue how to
combine the results.

Thanks!

Viola

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Viola Angelini
Department of Economics, University of Padua
Via del Santo 33, 35123 Padova, Italy
Tel.: + 39 049 8274008, Fax: +39 049 8274221
http://www.decon.unipd.it/personale/curri/angelini
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