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st: RE: Cragg-Donald Statistic in ivreg2


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Cragg-Donald Statistic in ivreg2
Date   Mon, 12 Jun 2006 00:06:40 +0100

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

will update. 

Nick 
n.j.cox@durham.ac.uk 

Justin Smith
 
> 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
> statistic.   
> 
> When I type the following (variable names are unimportant):
> 
> ivreg2 sperce  rbd11 -  rbd15 (age xrep xstartlate = c2-c5), ffirst
> 
> it gives the following output...

< snip> 

> I expected to see the underidentification diagnostics, but they do not
> appear.  Is there and update I need for ivreg2 that will give this
> information?

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