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Re: st: first stage results using ivregress with vce(cluster)
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: first stage results using ivregress with vce(cluster)
Date
Thu, 13 Mar 2014 11:39:28 +0000
Some misinformation and some missing information here:
1. -help ivreg2- does nothing useful if you haven't installed it
earlier from SSC.
2. Similarly -condivreg-, a completely different program, must be
installed first from the Stata Journal archive.
Nick
[email protected]
On 13 March 2014 10:57, Suryadipta Roy <[email protected]> wrote:
> The other option (probably the preferred one to me) is to use - ivreg2
> - which comes with a wide array of tests on instrumental validity,
> i.e. testing for weak instruments as well as overidentification. Try -
> help ivreg2 - and the command that is most pertinent to your query is
> -condivreg- .
On Wed, Mar 12, 2014 at 8:49 AM, Souvik Banerjee <[email protected]>
>> Yes, by relevance I meant testing for weak instruments. I will try it
>> out. Thanks.
<big snip>
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