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st: AW: first stage F-statictics for xtivreg


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: first stage F-statictics for xtivreg
Date   Wed, 8 Apr 2009 14:05:16 +0200

<> 

Specify the -first- option and/or run - ssc d xtoverid- afterwards


*************
webuse nlswork, clear
generate age2 = age^2
generate byte black = (race==2)

xtivreg ln_w age* not_smsa black (tenure = union birth south), re first

xtoverid, noi
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von yunsong
Gesendet: Mittwoch, 8. April 2009 12:48
An: statalist@hsphsun2.harvard.edu
Betreff: st: first stage F-statictics for xtivreg

¿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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