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  • Perform weak instrument test for two endogenous regressors

    Hi all,
    From my understanding weakivtest only works when we have one endogenous variable. Is there any specific test for the weak instrument when we have two endogenous variables?
    I also tried estat after ivregrss and it only works with one endogenous variable.

    Thank you

  • #2
    I also have a follow-up question. Does 3sls have a test for overidentifying restrictions?

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