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st: first stage F-statictics for xtivreg

From   yunsong <>
Subject   st: first stage F-statictics for xtivreg
Date   Wed, 8 Apr 2009 18:47:32 +0800

¿Õ°×Dear all

I use xtivreg, re to estimate random coefficient model with IV. I just wonder how to get the first stage F-statistics to see the relevance of the IV(e.g., unidentification, weak identification). Any suggestion is appreciated.   

Yunsong Chen
Nuffield College 
University of Oxford

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