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st: xtivreg


From   "Pedro Martins" <P.Martins@warwick.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg
Date   Mon, 10 Feb 2003 19:23:37 +0000

dear all,
can one do an overidentification test with xtivreg? i don't get the
relevant statistic, unlike in ivreg2 for instance
i would also like to obtain the statistics for the excluded instruments
(partial R-squared and F-test) that one gets in ivreg2 but which again
do not seem to be worked out with xtivreg
thank you
pedro martins



****************************************************
Pedro Martins
Department of Economics
University of Warwick
Coventry CV4 7AL
United Kingdom

Tel: +44/0 24765 28418
Fax: +44/0 24765 23032
Email: p.martins@warwick.ac.uk
Web: www.warwick.ac.uk/staff/P.Martins
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