如题,
假设:因变量是happy,自变量是sex, ethnic, age, inquality, public service;我想用public product做工具变量替代public service,请问各位,在2SLS估计之后,要得出hausman 和Hansen J统计量该如何书写命令?
oprobit happy age sex ethnic inquality publicservice
estimates store ols
ivregress 2sls happy age sex ethnic inquality (publicservice=publicproduct),first
estimates store iv
hausman iv ols, sigmamore
但却显示:Estimators do not save e(sigma) or e(rmse),
sigma option not allowed
请问问题出在哪里?


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