Dear Nick,
My sincere apologies again for this mishap. As Erasmo noted, it was
totally unintentional and not at all meant to contravene the rules and
cause any upset. We highly appreciate all the effort made to provide
such a quick, efficient and extremely reliable service to stata users.
We'll see to it that such mistakes do not repeat themselves in the
future.
Priydarshini
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: 30 July 2007 16:48
To: [email protected]
Subject: RE: st: Incomplete references are not acceptable
Thanks for this -- and to Mahabir Priydarshini also -- and for providing
the full references. It is best to assume very little except common
awareness that Stata exists and attendance at about one course on
statistics!
Nick
[email protected]
Erasmo Giambona
> Dear Nick,
> It was obviously not my intention to offend anybody, so my apologies
> to anybody who might have felt offended. I just assumed in good faith
> (and wrongly obviously) that people were aware of the Stock-Yogo and
> Stock-Wright (2000) tests reported as output when running xtivreg2.
>
> In any case, here are the two complete references:
>
>
> Stock, J.H. and Wright, J.H. 2000. GMM with Weak Identification.
> Econometrica, Vol. 68, No. 5, September, pp. 1055-1096.
>
> Stock, J.H. and Yogo, M. 2005. Testing for Weak Instruments in
> Linear IV Regression. In D.W.K. Andrews and J.H. Stock, eds.
> Identification and Inference for Econometric Models: Essays in
> Honor of Thomas Rothenberg. Cambridge: Cambridge University
> Press, 2005, pp. 80-108. Working paper version: NBER Technical
> Working Paper 284. http://www.nber.org/papers/T0284.
>
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