Dear Statalisters,
I am running an IV regression with an IV/WITHIN model to instrument 2
variables with 4 instruments.
The command I am writing is:
xtivreg2 $reg (lrgdp95m lrgdp95x = lemplm lemplx lregfkfm lregfkfx), fe
robust bw(2)
After the regression results, and besides the typical IV tests, I would
like to run other diagnostic tests, such as normality and a RESET.
Does anyone know a way around this? After xtreg I used to run -ovtest-
and -pantest2-, but these do not seem to work after xtivreg2.
I face a similar problem with the command -ivreg2-, where I cannot
make -ovtest- work...
Any suggestions would be more than welcomed!
Many thanks,
Andrea
Andrea Molinari
PhD in Economics student
University of Sussex
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