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st: RE: Cragg-Donald Statistic in ivreg2
The latest version of -ivreg2- appears to
be 2.1.15 which is on -ssc-.
. which ivreg2
will tell you which version you have and
thus whether you should update.
. ssc inst ivreg2, replace
> I am trying to calculate some statistics for weak instruments
> in Stata,
> and some of the previous statalist questions seem to indicate that
> ivreg2 combined with the "ffirst" option will report the Cragg-Donald
> When I type the following (variable names are unimportant):
> ivreg2 sperce rbd11 - rbd15 (age xrep xstartlate = c2-c5), ffirst
> it gives the following output...
> I expected to see the underidentification diagnostics, but they do not
> appear. Is there and update I need for ivreg2 that will give this
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