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st: Re: estat firststage blank results


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: estat firststage blank results
Date   Tue, 14 Apr 2009 02:25:47 +0200

<>

-set trace on- with -set tracehilite "not available"- and report the area where the phrase appears in bold...


HTH
Martin
_______________________
----- Original Message ----- From: "Jennifer Beardsley" <jenn_beardsley@yahoo.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 14, 2009 2:18 AM
Subject: st: estat firststage blank results


Dear Statalist,

When conducting an IV regression using -ivregress 2sls- and following that up to get statistics indicating the strength of the instruments, using -estat firststage-, the second half of the latter's results don't provide any statistics. In particular, it looks as follows:


 Minimum eigenvalue statistic = 8.91958
 Critical Values                      # of endogenous regressors:    3
 Ho: Instruments are weak             # of excluded instruments:     3
 ---------------------------------------------------------------------
                                    |    5%     10%     20%     30%
 2SLS relative bias                 |         (not available)
 -----------------------------------+---------------------------------
                                    |   10%     15%     20%     25%
 2SLS Size of nominal 5% Wald test  |         (not available)
 LIML Size of nominal 5% Wald test  |         (not available)

Why may that be? There is no clue to this from the stata manual.
Thanks for any thoughts,
Jennifer





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