Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | Nick Cox <njcoxstata@gmail.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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 njcoxstata@gmail.com On 13 March 2014 10:57, Suryadipta Roy <sroy2138@gmail.com> 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 <bobobanerjee@gmail.com> >> Yes, by relevance I meant testing for weak instruments. I will try it >> out. Thanks. <big snip> * * 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/