代码是:ivregress 2sls xscore $control1 (L.provide3 L.provide3^2 = L.ad_ptc3 L2.ad_ptc3_2 L2.provide3 L2.provide3^2) i.year i.ind_num , r first
出现的结果:
estat firststage
Shea's partial R-squared
--------------------------------------------------
| Shea's Shea's
Variable | Partial R-sq. Adj. Partial R-sq.
-------------+------------------------------------
L.provide3 | 0.5316 0.5303
L.provide3^2 | 0.4754 0.4739
--------------------------------------------------
. estat overid
Test of overidentifying restrictions:
Score chi2(2) = 17.0655 (p = 0.0002)
. estat endog
Tests of endogeneity
Ho: variables are exogenous
Robust score chi2(2) = 8.77315 (p = 0.0124)
Robust regression F(2,15509) = 4.40717 (p = 0.0122)
为什么没有mini eigenvalue statistic值?