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| From | "donsaane" <donsaane@yahoo.fr> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | st: strong instruments |
| Date | Mon, 7 Nov 2011 21:06:13 -0500 |
I'm running a 3sls model (I tried ivreg2 or 2sls, and I didn't get
significant results) , and I wondering if my instruments are strong. Can we
just see it with the output results?
as example: pdvavg4 is an instrument for j30f. we see that pdvavg4 is
significant. It is enough to say that pdvavg4 is a strong instrument?
thanks
reg3 (emploi: emploi = j30f j30b) (j30b = taxeavg4 b5 a2 b2a b2b
b2c a4a a7 a6a ) (j30f = pdvavg4 b5 a2
b2a b2b b2c a4a a7 a6
> a)
Three-stage least-squares regression
----------------------------------------------------------------------
Equation Obs Parms RMSE "R-sq" chi2 P
----------------------------------------------------------------------
emploi 131 2 .4052919 -0.1658 3.45 0.1784
j30b 131 8 .9394929 0.2112 37.17 0.0000
j30f 131 8 .9930078 0.2500 45.75 0.0000
----------------------------------------------------------------------
----------------------------------------------------------------------------
--
| Coef. Std. Err. z P>|z| [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
emploi |
j30f | -.0895928 .0645908 -1.39 0.165 -.2161883
.0370028
j30b | .1245075 .0755103 1.65 0.099 -.02349
.272505
_cons | .0341791 .2257434 0.15 0.880 -.4082698
.4766279
-------------+--------------------------------------------------------------
--
j30b |
taxeavg4 | .9566036 .1901856 5.03 0.000 .5838467
1.32936
b5 | .011787 .0073776 1.60 0.110 -.0026729
.0262469
a2 | -.004885 .15014 -0.03 0.974 -.299154
.289384
b2a | .0032782 .0052013 0.63 0.529 -.0069162
.0134726
b2b | .004151 .0063073 0.66 0.510 -.008211
.016513
b2c | -.0580875 .0315122 -1.84 0.065 -.1198504
.0036753
a4a | -.0025426 .0044695 -0.57 0.569 -.0113026
.0062174
a7 | .0132198 .2282933 0.06 0.954 -.4342267
.4606664
a6a | (omitted)
_cons | -23.56414 14.58883 -1.62 0.106 -52.15771
5.02944
-------------+--------------------------------------------------------------
--
j30f |
pdvavg4 | .9825736 .1833886 5.36 0.000 .6231387
1.342009
b5 | -.0090748 .0077313 -1.17 0.240 -.0242279
.0060782
a2 | -.0717486 .1705269 -0.42 0.674 -.4059751
.2624778
b2a | -.0106844 .0054099 -1.97 0.048 -.0212877
-.0000812
b2b | -.0118935 .0065061 -1.83 0.068 -.0246453
.0008583
b2c | -.109557 .0328635 -3.33 0.001 -.1739684
-.0451457
a4a | -.0003704 .004611 -0.08 0.936 -.0094079
.0086671
a7 | .1681194 .237539 0.71 0.479 -.2974484
.6336873
a6a | (omitted)
_cons | 19.01283 15.26012 1.25 0.213 -10.89645
48.92212
----------------------------------------------------------------------------
--
Endogenous variables: emploi j30b j30f
Exogenous variables: taxeavg4 b5 a2 b2a b2b b2c a4a a7 a6a pdvavg4
---------------------------------------
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