Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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

From   Mark Schaffer <>
To, Peter Haan <>
Subject   Re: st: F-test on excluded instruments (Bound test)
Date   Fri, 08 Nov 2002 10:58:22 +0000 (GMT)


Quoting Peter Haan <>:

> 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-.


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


This e-mail and any files transmitted with it are confidential
and intended solely for the use of the individual or entity to
whom it is addressed.  If you are not the intended recipient
you are prohibited from using any of the information contained
in this e-mail.  In such a case, please destroy all copies in
your possession and notify the sender by reply e-mail.  Heriot
Watt University does not accept liability or responsibility
for changes made to this e-mail after it was sent, or for
viruses transmitted through this e-mail.  Opinions, comments,
conclusions and other information in this e-mail that do not
relate to the official business of Heriot Watt University are
not endorsed by it.
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index