Hi --
I am wondering if there is a way to get a Wald chi-square statistic for
IVREG2, GMM? My understanding is that this statistic just tells you if the
coefficients are jointly significant. It is similar to the F statistic in
IVREG. I have the latest IVREG2, but do not see this type of statistic
when using the GMM option.
Thank you,
Anna
University of Minnesota
[email protected]
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