st: Re: can I control the output of -test-?

[Kit Baum <baum@bc.edu>]

An even simpler way is to note that -ivreg2- assumes large samples  
and does OLS, so

ivreg2 price mpg foreign
test foreign

will yield the chi-squared statistic. If you want the F from -ivreg2-  
you must use the small option.


Kit Baum, Boston College Economics and DIW Berlin
http://ideas.repec.org/e/pba1.html
An Introduction to Modern Econometrics Using Stata:
http://www.stata-press.com/books/imeus.html


On Jun 2, 2007, at 2:33 AM, statalist-digest wrote:


> You can trick Stata into thinking that it is not possible to take into
> account that the sample is finite by estimating the model using -glm-
> instead of for instance -regress-, as is shown in the example below.
> (In essence you are estimating an OLS regression using maximum
> likelihood.)
>
> *-------- begin example -----------
> sysuse auto, clear
> reg price mpg foreign
> test foreign
> glm price mpg foreign, family(gaus) link(identity)
> test foreign
> *--------- end example ------------
*
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