Re: st: xtivreg related IV test statistics

[Kirk Geale <kirkgeale@gmail.com>]

Hi Lynne,

You probably want to check out the user written routine -xtivreg2-

Kirk

On 25 October 2012 12:14, Lynn Lee <lynn09v@gmail.com> wrote:
> Dear all,
>
> I am currently working with panel IV regression. I want to do several test
> statistics: 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). I read
> references recommended by Christopher and Suryadipta, they are related with
> cross-section IV tests. So, I am wondering whether commands for panel
> regression is available.
>
> Any suggestion is appreciated.
>
> Best Regards,
> Lynn Lee
>
>
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-- 
Kirk Geale
M.Sc. Economics
kirkgeale@gmail.com
LinkedIn
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