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| From | etanebay@yahoo.com |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Valid instrument test for exactly identified regression |
| Date | Wed, 15 Jun 2011 10:10:32 +0000 |
Hi all, I have a model that is exactly identified, so the xtivreg2 command gives me a zero for the Hansen J statistic. Can you please advise: how do I test the validity of the IV, that it doesn't correlate with the errors in the structural equation? I know the IV is relevant from the first stage (1st stage F-test, weak-instrument robust inference tests -- all reject null at 99%). Thanks! E Sent from my BlackBerry Wireless Handheld Powered by Gee! from StarHub * * 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/