楼主: auv
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[面板数据求助] 工具变量检验中的弱识别检验和识别不足检验有何区别?hansen检验原假设是什么? [推广有奖]

11
lelelihao 发表于 2016-11-6 18:04:01
Hansen检验的结果到底是看哪个呢

12
bluce-lee 发表于 2020-12-10 18:07:20
help里说的很清楚,原假设是工具变量有效。The Sargan-Hansen test is a test of overidentifying restrictions.  The joint null hypothesis is that the instruments are valid instruments, i.e., uncorrelated with the error term, and that the excluded instruments are correctly
excluded from the estimated equation.

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