I have two questions in ivreg2:
Best,
Guneet
- How can I use factor variables e.g. i.entity in the equation. I seek to include entity fixed effects in my model?
- I use instruments for three endogenous variables in my analysis: and have the following ivreg2 postestimation outputs, which I am having hard time interpreting:
- How do we read Stock-Yogo outputs when we have multiple endogenous variables?
- By Sargan test, my interpretation is that I can reject the hypothesis that there is no overidentification... and by Anderson cannon LM statistic, I cannot reject the hypothesis that there is unceridentification. Does that mean the model is underidentified?
Best,
Guneet
