Dear Stata users,
I am estimating a 3SLS regression (for an Almost Ideal demand system)
with reg3 command. I do not know how to test whether my "excluded
instruments" are weak or not (correlation with endogenous regressors).
I know that with "ivreg2" there are some diagnostics for weak
instruments. For example, the partial F-statistic of the reduced form
regression is required to be higher than 10. Do you think that these
diagnostics are valid for system estimation like reg3?
Thank you.
Ekrem Kalkan.
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