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st: First stage F stats - xtivreg
From
Agnese Romiti <[email protected]>
To
[email protected]
Subject
st: First stage F stats - xtivreg
Date
Mon, 20 Jun 2011 09:49:59 +0200
Dear Statalist users,
I'm running a fixed effect model with IV (xtivreg2) , my dependent
variable is a measure of labor supply at the individual level (working
hours). Whereas I have an endogenous variable with variation only at
regional-year level.
My question is about the First stage statistics, the Weak
identification test results in an F statistics extremely high which
makes me worry about something wrong, i.e. F=3289.
Do you have any clue about potential reasons driving this odd result?
Many thanks in advance for your help.
Agnese
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