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| From | "claudiac.4@libero.it" <claudiac.4@libero.it> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: Two stage least square estimation overidentified Sargan test |
| Date | Wed, 1 Jun 2011 12:11:10 +0200 (CEST) |
Dear statalist, I am working with a just identified model thus I can not perform the validity test proposed by Stata 10 (Sargan test). I read in previous discussion that to avoid this problem it is possible to increment the number of instruments by adding linear transformations of these. Does someone know something more about this? What are the main theoretical references?Please let me know. Thank you in advance * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/