3. 过度识别检验的 Stata 实现 3.1 ivreg2 命令 以官方griliches76.dta数据为例,lw为工资对数,s为受教育年限,expr为工龄,tenure为现单位工作年数,rns为美国南方虚拟变量 (住在南方 = 1),smsa为大城市虚拟变量 (住在大城市 = 1),iq为智商,med为母亲受教育年限,kww为一项职业测试成绩 (score on knowledge in...
To statalist@hsphsun2.harvard.edu Subject st: xtabond2 Sargan and Hansen test Date Sat, 17 Apr 2010 11:38:14 +0200Dear Statlists, I am confused about the Sargan and Hansen tests reported after xtabond2 in the case of onestep, robust system GMM estimation. In the case of non-spericity...
Anyways, I'll have a read through the papers and also use the Hensen's J test as suggested. Binta --- On Thu, 24/6/10, Johannes Geyer <JGeyer@diw.de> wrote: > From: Johannes Geyer <JGeyer@diw.de> > Subject: Antwort: st: difficulty in explaining GMM sargan overid > To: stata...