Stata The Stata listserver  [no subject]  From   Felipe <> Date
 Wed, 3 Aug 2005 22:03:31 -0400  I am estimating a system of
equations simultaneously determined (3 equations) with panel
data using reg3 (3SLS fixed effects). I=E2=80=99m interested in
performing a test for; (i) overidentifying restrictions and
exogeneity; and (ii) endogeneity. If my equation weren=E2=80=99t
simultaneously determined I wouldn=E2=80=99t have any problem
using xtivreg, fe and performing these tests with overidxt and
hausman (equivalent to ivendog).  >From Stata=E2=80=99s website
it reads that =E2=80=9CHausman test in Stata 9.0 can be used to
test for exogeneity or overidentifying restrictions for two-
stage least squares (2SLS) and three- stage least squares
(3SLS)=E2=80=9D. I would like to know if I can perform a test
(and how) for; (i) overidentifying restrictions and exogeneity
of the instruments in each of the equations; and (ii)
endogeneity of each of my endogenous variables if, for example,
I=E2=80=99m estimating the followi