IV diagnostics regressor endogeneity

[k100z]

After running an instrumental variable estimation for cross sections, one can check for the endogeneity of the regressors: View / IV Diagnostics & Tests / Regressor Endogeneity Test

It works fine when running a GMM estimation, but there are no results for the TSLS. According to the handbook it should be available for GMM and TSLS. It is executing the test, but test statistics are simply not displayed. the are no numbers for

Value df Probability
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[EViews Gareth]

Could you provide your workfile, along with EViews version and build date (available from Help->About EViews).

[k100z]

Could you provide your workfile, along with EViews version and build date (available from Help->About EViews).

Hi,

Eviews 8, Aug 1 2013build, workfile attched.

[EViews Gareth]

Thanks.

[k100z]

Hi Gareth,

did you find any solution/explanation to my problem?

[EViews Gareth]

I believe it is fixed in the latest patch.

[EViews Gareth]

Hmmm, I just checked the latest patch, and actually it isn't fixed.

We will investigate.

Of course, in the mean time, you can always calculate the statistic manually - the secondary estimation output is shown, you just need to find the difference between the original J statistic and the secondary estimation's.