请问2-step GMM估计是否需要IV使得underidentification和Hansen-J检验同时通过才行？

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请问：
如果用xtivreg2命令对面板数据进行2-step GMM 回归，是否需要IV使得underidentification和Hansen-J检验同时通过才说明IV是valid的？

stata 的help文件里说：
1. The underidentification test is an LM test of whether the equation is identified, i.e., that the excluded instruments are "relevant", meaning correlated with the endogenous regressors.  A rejection of the null indicates that the matrix is full column rank, i.e., the model is identified.

2. Hansen-J:  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.  A rejection casts doubt on the validity of the instruments.




另外，请问还需要看weak identification吗？ weak identification的原假设和拒绝标准是什么呢？


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关键词：Identi Hansen cation Under GMM估计 identified hypothesis equation relevant meaning

求解答 马上要交论文了

弱工具变量检验 (Weak identification test)  Cragg-Donald F Statistic
原假设：工具变量与内生变量有较强的相关性
你的结果如果是接受原假设，则为OK