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st: ivprobit
hi
I need to perform Anderson-Rubin Wald test of weak instruments,
Kleibergen-Paap test of underidentification, Stock-Yogo weak ID test
after using IVPROBIT. I understand that the two-step method (based on
the minimum chi2 distribution) allows for one such test, but I prefer
using the simple ivprobit (which follows a MLE method). can anybody help
me regarding this?
Prashanth
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