Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Weak instruments


From   Alice <aapdm_999@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Weak instruments
Date   Sun, 26 Apr 2009 12:28:41 +0000 (GMT)

Hi,

I want to test for weak instruments and I know that the Stock and Yogo methodology can be used with ivreg2. The problem is that I am regressing a growth regression where the endogenous variable to be instrumented on the RHS is included with 12 lags, and the Stock and Yogo test can only be obtained for a maximum of 2 endogenous regressors.

Is there a way I can test for weak instruments for my regressor that is included with 12 lags?

Many thanks.

Alice.


      

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index