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st: Re: IV regression with multiple IVs

From   Kit Baum <>
Subject   st: Re: IV regression with multiple IVs
Date   Wed, 5 Nov 2008 07:02:55 -0500

< >
Please see Baum-Schaffer-Stillman articles in 2003 and 2007 Stata Journals. 2003 article is available free from
2007 article is available in preprint form from my website below.


Kit Baum, Boston College Economics and DIW Berlin
An Introduction to Modern Econometrics Using Stata:

On Nov 5, 2008, at 02:33 , Ritashree wrote:

endogeous option with ivreg2. How is the null hypothesis of this test
different from the DWH versions of the test statistic. I read the
explanations provided in STATA, but was not very clear on how the test
is conducted. Does the null check the difference between the OLS and
IV, so that a rejection of the null can be interpreted as bias in the
OLS coefficients?

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