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st: Question on ivreg2


From   [email protected]
To   [email protected]
Subject   st: Question on ivreg2
Date   Fri, 15 Jun 2007 14:03:13 -0500

Hi --

I am wondering if there is a way to get a Wald chi-square statistic for
IVREG2, GMM?  My understanding is that this statistic just tells you if the
coefficients are jointly significant.  It is similar to the F statistic in
IVREG.  I have the latest IVREG2, but do not see this type of statistic
when using the GMM option.

Thank you,
Anna

University of Minnesota
[email protected]


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