ivreg2 (2sls),test endogeneity,collinearity,heteroskedasticity,overidentification,weak instruments

Описание к видео ivreg2 (2sls),test endogeneity,collinearity,heteroskedasticity,overidentification,weak instruments

If you are using 2sls or 3sls and want to do these tests, then you have to use ivreg2 command for these tests even if you are using 3sls because you cannot use these tests after reg3 command. ivreg2 command used in STATA for 2sls estimation, instrumental variable regression equation, simultaneous equations and test for endogeneity,collinearity,heteroskedasticity,overidentification,underidentification,weak instruments in instrumental variable regression
#ivreg2

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