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From | "Christopher A. Hartwell" <christopher.hartwell@msn.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: RE: xtivreg post-estimation command help |
Date | Mon, 17 Dec 2012 22:32:23 +0400 |
Xtivreg2 should allow for a first stage f-test. ssc install xtivreg2 and use the ffirst command. Christopher A. Hartwell, PhD Senior Research Fellow Institute for Emerging Market Studies (IEMS) http://iems.skolkovo.ru/ In Moscow: +7 916 777 1260 (m) In the US: +1 202-415-6030 (m) +1 773-724-2310 (t/f) Skype: chartwel Christopher.hartwell@msn.com -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Shi, Shishan (MU-Student) Sent: Monday, December 17, 2012 9:57 PM To: statalist@hsphsun2.harvard.edu Subject: st: xtivreg post-estimation command help Hi Stata users, I am running a 2SLS + fixed effect regression with one IV for one endogenous variable and use -xtivreg. I also would like to test the strength of my IV, so I tried -estat firststage which works for -xtregress However, it doesn't work for -xtivreg. Can someone please help me with this? Is there a command that allows me to do F-test on the first stage after -xtivreg? Thanks, Sybil * * 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/