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From | Nicole Au <Nicole.Au@buseco.monash.edu.au> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: XTIVREG first-stage F-statistic |
Date | Fri, 22 Oct 2010 11:26:14 +1100 |
Dear allI am using XTIVREG to estimate an instrumental variables random effects model with 3 waves of panel data. Does anyone know how I can obtain the F-statistic of the instruments in the first-stage regression?
I understand xtivreg2 displays the F-stat for fixed-effects or first-differences IV models, however there is no random effects option for xtivreg2.
Thanks, Nicole * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/