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From | David Torres <writeon4truth2@msn.com> |
To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
Subject | st: which F-test do I report from xtivreg first stage |
Date | Fri, 6 Dec 2013 16:31:54 -0500 |
Hello again, Statalisters, I am utilizing the xtivreg's postestimation command, xtoverid (with the noisily option), to get first stage estimates along with the F-test. I am unsure which of the F-tests I'm supposed to report. At the top of the OLS regression of the first stage there is the F for the model. Below the first stage model, though, is the F-test of excluded instruments, also called the Angrist-Pischke multivariate F test of excluded instruments. I'm thinking it's the latter that I should be reporting. Am I right? Diego * * 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/