Wednesday, January 04, 2006

st: Re: ivendog with robust

The help file for ivendog states

ivendog is for use after ivreg or ivreg2; see help ivreg or help ivreg2 (if installed). The test is not valid with pweights, nor with the robust or cluster options of the original estimator, and will not be performed in these circumstances.

An equivalent procedure that is available in this context is the orthog() option in ivreg2. See the ivreg2 help file for clickable examples.

Kit Baum, Boston College Economics http://ideas.repec.org/e/pba1.html

On Jan 4, 2006, at 2:33 AM, statalist-digest wrote:

> Why doesn't -ivendog- (Hausman tests) work after two stage estimations > with robust errors?

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