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Re: Re: st: first stage results using ivregress with vce(cluster)
From
Christopher Baum <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: Re: st: first stage results using ivregress with vce(cluster)
Date
Sat, 15 Mar 2014 13:57:08 +0000
<>
On Mar 13, 2014, at 2:33 AM, Souvik wrote:
> I am following up on your response yesterday. Thanks for your help. I
> am aware of the formal tests for endogeneity and instrument validity.
> I was actually referring to the test for relevance of the
> instrument(s), which to my knowledge is just based on the first stage
> results.
See the description of the redundant() option in Baum-Schaffer-Stillman's -ivreg2- on SSC.
Kit Baum
Professor of Economics and Social Work, Boston College, Chestnut Hill MA, USA
DIW Research Professor, Department of Macroeconomics, DIW Berlin, Berlin, Germany
[email protected] | http://ideas.repec.org/e/pba1.html
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