st: Re: more than 3 endogenous regressors

[Kit Baum <baum@bc.edu>]

ivreg2 help says

ivreg2 will report the Stock-Yogo critical values if these are
available; missing values mean that the critical values haven't been  
tabulated or
aren't applicable.  See Stock and Yogo (2002, 2005) for details.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Apr 23, 2007, at 2:33 AM, statalist-digest wrote:


> Can someone plz help?
> I am using ivreg2: I have much more than 3 endogenous regressors  
> and similarly high number of excluded instruments. How to test for  
> weak instruments then using ivreg2?? The Stock-Yogo values are not  
> reported for above 3 regressors (100 instrumemts).
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