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  • diagnostic tests after 3sls

    Dear statalist,
    I have the cross-sectional data. I did 3sls because of I have endogeneity problem between x and y variables. Which tests do I need after 3sls do? For example (multicollinearity, heteroscedasticity etc. or Hausman test, sargan test etc.).
    Thank you.

  • #2
    You didn't get a quick answer. You'll increase your chances of a helpful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

    The norms for ancillary testing of assumptions vary substantially across research disciplines. There is no general answer to your question.

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