Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: xtivreg related IV test statistics
From
"Lynn Lee" <[email protected]>
To
<[email protected]>
Subject
st: xtivreg related IV test statistics
Date
Fri, 26 Oct 2012 00:27:58 +0800
Kirk, I appreciate for your suggestion.
Best Regards,
Lynn Lee
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Kirk Geale
Sent: Friday, October 26, 2012 12:18 AM
To: [email protected]
Subject: Re: st: xtivreg related IV test statistics
Hi Lynne,
You probably want to check out the user written routine -xtivreg2-
Kirk
On 25 October 2012 12:14, Lynn Lee <[email protected]> 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
>
>
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/faqs/resources/statalist-faq/
> * http://www.ats.ucla.edu/stat/stata/
--
Kirk Geale
M.Sc. Economics
[email protected]
LinkedIn
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/faqs/resources/statalist-faq/
* http://www.ats.ucla.edu/stat/stata/