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st: F statistic for first stage & exogeneity of instruments using xtivreg in stata11
From
"Elikplimi Komla Agbloyor" <[email protected]>
To
<[email protected]>
Subject
st: F statistic for first stage & exogeneity of instruments using xtivreg in stata11
Date
Tue, 12 Oct 2010 12:55:48 -0700
Hi all,
How do i generate an F statistic for the first stage xtivreg in stata 11? Also how do i perform the exogeneity test for the instrumental variables?
Thanks,
Eli.