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st: XTIVREG first-stage F-statistic
From
Nicole Au <[email protected]>
To
[email protected]
Subject
st: XTIVREG first-stage F-statistic
Date
Fri, 22 Oct 2010 11:26:14 +1100
Dear all
I 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
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