运行结果如下:
Difference-in-Hansen tests of exogeneity of instrument subsets:
GMM instruments for levels
Hansen test excluding group:
chi2(27)
=
30.02
Prob > chi2 =
0.313
Difference (null H = exogenous): chi2(7)
=
0.53
Prob > chi2 =
0.999
iv(x1 x2 x3)
Hansen test excluding group:
chi2(31)
=
30.42
Prob > chi2 =
0.496
Difference (null H = exogenous): chi2(3)
=
0.13
Prob > chi2 =
0.987
多谢!!!