Quang Nguyen <[email protected]>:
More important are the Stock-Yogo "critical values" as a guideline for
when to worry about weak instruments, and the output of -ranktest-. If
your excluded instruments are no good, your test for endogeneity is no
good. The help file for the latest update to -ivreg2- gives good
references...
ssc inst ivreg2, replace
ssc inst ranktest, replace
h ivreg2
On 9/21/07, Quang Nguyen <[email protected]> wrote:
> Dear all,
>
> I run IVREG2 and received the Shea's of 0.05. Do you think this is OK?
> Also, I run the Hausman Wu test of endogeneity which didn't reject the
> null. As such, is t a good idea to use 2SLS?
>
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