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st: 3SLS


From   Marcello Pagano <pagano@hsph.harvard.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: 3SLS
Date   Thu, 24 May 2012 16:54:02 -0400

For Joelle Nanivazo:

Dear Stata-users,

I have a system of equation with three equations and 3 endogenous variables as follows:

Aid =F(Tariff, lag (1) Tariff, Zs)

Tariff = F(Aid, WTO, Internet)

Growth rate= F(Aid, Tariff, Xs)

where aid, tariff, and growth are endogenous variables. I am using 3SLS. I would like to know if there exist postestimation tests for 3SLS.

I found these three tests: lmhreg3, lmcovreg3, and lmareg3, but they are not really informative. Is there any other tests? If yes, what are they? What are their null hypotheses?

Thanks in advance for your help.

Joelle
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