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st: 3SLS
From
Marcello Pagano <[email protected]>
To
<[email protected]>
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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