Dear Statalist,
When conducting an IV regression using -ivregress 2sls- and following that up to get statistics indicating the strength of the instruments, using -estat firststage-, the second half of the latter's results don't provide any statistics. In particular, it looks as follows:
Minimum eigenvalue statistic = 8.91958
Critical Values # of endogenous regressors: 3
Ho: Instruments are weak # of excluded instruments: 3
---------------------------------------------------------------------
| 5% 10% 20% 30%
2SLS relative bias | (not available)
-----------------------------------+---------------------------------
| 10% 15% 20% 25%
2SLS Size of nominal 5% Wald test | (not available)
LIML Size of nominal 5% Wald test | (not available)
Why may that be? There is no clue to this from the stata manual.
Thanks for any thoughts,
Jennifer
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