Web Reference: ivreg2 provides extensions to Stata's official ivregress and newey. Apr 22, 2024 · ivreg2: As a user-created command, ivreg2 extends the functionality of ivregress. It provides additional features, such as testing for endogeneity, weak instruments, and overidentification. Comprehensive help documentation for the ivreg2 command in Stata, covering IV/2SLS, GMM, LIML, and k-class regression.
YouTube Excerpt: If you are using 2sls or 3sls and want to do these tests, then you have to use

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Instrument Relevance Requirement and Instrument Exogeneity Requirement | Introductory Econometrics
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IVreg in R
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