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st: RE: xtivreg post-estimation command help
From
"Christopher A. Hartwell" <[email protected]>
To
<[email protected]>
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)
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Skype: chartwel
[email protected]
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Shi, Shishan
(MU-Student)
Sent: Monday, December 17, 2012 9:57 PM
To: [email protected]
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
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