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st: IV test statistics in Stata
From
"Lynn" <[email protected]>
To
<[email protected]>
Subject
st: IV test statistics in Stata
Date
Mon, 13 Aug 2012 14:30:19 -0700
Hi all,
I want to run several test statistics for instruments in my 2SLS model. They
are test of excluded instruments(F-stat), under-identification
test(Kleibergen-Paap rk LM stat & Kleibergen-Paap rk Wald stat),
weak-identification test(Kleibegen-Paap Wald rk F stat),
weak-instrument-robust inference test(Anderson-Rubin Wald test,F-stat &
Anderson-Rubin Wald test, Chi-square stat & Stock-Wright LM S stat). Could
you please give me some information about command or reference link for
these tests. I appreciate it.
Best Regards,
Lynn
PhD Student in Economics
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