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st: newey2, F


From   richard boylan <[email protected]>
To   [email protected]
Subject   st: newey2, F
Date   Fri, 19 Mar 2010 11:14:58 -0500

I am doing iv using the command "newey2"

The reason for this is that I have a panel, I need to computed pooled
IV with Newey-West standard errors.

My question is how do I compute the F statistics for my instruments in
the first stage (in order to check if I have a weak instrument
problem)?
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