On Wed, 21 Apr 2010, Summers, Peter wrote:
> Many thanks for your prompt replies. Your point about the ill-conditioned
> instrument matrix makes perfect sense (I'd wondered why the info criteria
> were showing "1.#INF00").
>
> I've tested the latest cvs with the following model
> X = {const black ed76 smsa76 south76 exp76}
> Z = {const black age76 smsa66 south66 nearc4b}
>
> The weak instrument test is still sensitive to the order of the
> instruments...
The changes I made last night were in CVS only. The snapshots for
Windows and Mac are now updated. You shouldn't see that
sensitivity any more.
> I'm still not sure about the df in the Hausman test though. In
> the last model it seems to me that this should be 2, not 1...
I will take another look at that.
Allin
