Dear all
Hope you are all doing well
I am struggling with a comment from a reviewer regarding the GMM approach
He requires us to use further tests to check the robustness of our instruments while we use the Sargan and Hansen tests. I am confused whether there is any test to do that.
I tried to read on Google some articles one mentioned Placebo test can be used by using the command titest. Is that correct? If yes how can I perform the Placebo test in Stata?
please help
Hope you are all doing well
I am struggling with a comment from a reviewer regarding the GMM approach
He requires us to use further tests to check the robustness of our instruments while we use the Sargan and Hansen tests. I am confused whether there is any test to do that.
I tried to read on Google some articles one mentioned Placebo test can be used by using the command titest. Is that correct? If yes how can I perform the Placebo test in Stata?
please help
