Hélène,
thanks for spotting this! This is a bug in "AER". I had just tested the
new diagnostics for regressions with 1 endogenous variable and hence
never noticed the problem. But if there are > 1 endogenous variables, the
df used in ivreg() (and hence the associated p-values) are too large.
Hello,
I'm new to R and I'm currently learning to use package AER, which is
extremely comprehensive and useful. I have one question related to the
diagnostics after ivreg: if I understood well, the Sargan test provided
states that the statistic should follow a Chi squared of degrees of freedom
equa
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