Note: the rank of the differenced variance matrix (1) does not equal the number of coefficients being tested
(7); be sure this is what you expect, or there may be problems computing the test. Examine the
output of your estimators for anything unexpected and possibly consider scaling your variables so
that the coefficients are on a similar scale.
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| iv ols Difference S.E.
-------------+----------------------------------------------------------------
iq | .0139284 .0032792 .0106493 .0054318
s | .0607803 .0927874 -.032007 .0163254
expr | .0433237 .0393443 .0039794 .0020297
tenure | .0296442 .034209 -.0045648 .0023283
rns | -.0435271 -.0745325 .0310054 .0158145
smsa | .1272224 .1367369 -.0095145 .0048529
_cons | 3.218043 3.895172 -.6771285 .3453751
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from ivregress
B = inconsistent under Ha, efficient under Ho; obtained from regress
Test: Ho: difference in coefficients not systematic
什么意思???
是要接受原假设,解释变量都是外生的吗?还是拒绝原假设