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Re: st: F-test on excluded instruments (Bound test)


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, Peter Haan <phaan@diw.de>
Subject   Re: st: F-test on excluded instruments (Bound test)
Date   Fri, 08 Nov 2002 10:58:22 +0000 (GMT)

Peter,

Quoting Peter Haan <phaan@diw.de>:

> Hi,
> is there a way to perform an F- test on the joint significance of the 
> excluded instruments ( suggested by Bound, at al. (1995)) after a using 
> ivreg or ivreg2?
> thanks for you help
> peter

Use the -first- or -ffirst- option with -ivreg2-.

--Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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