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st: RE: ivreg2


From   "Mortal, Sandra C." <mortals@missouri.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: ivreg2
Date   Sat, 3 Feb 2007 18:50:18 -0600

Hi,
 I am using instrumental variables and have a weak instrument, according
to the F-test.  I only have one endogenous variable and my sample is
large.  I wonder if there are better statistics to investigate if an
instrument is weak (perhaps the Hahn and Hausman test testing the null
hypothesis that the instrument is strong), and if stata supports these
statistics.  I also would like to ask if stata contains any routine that
would provide estimates robust to weak instruments.
 Thanks,
 Sandra


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