Dear Dr.Baum,
Thanks for your reply. My thanks also to Dr.Carl Nelson who also
replied to me regarding this issue.
On 6/2/09, Kit Baum <[email protected]> wrote:
> <>
> Stephen said
>
> Thanks so much for the prompt response. however I believe ivreg2 and
> xtivreg2 both do not report Cragg-Donald Wald Statistic and Stock and
> Yogo Critical values when there are " more than two endogenous
> variables" that are likely weak. This may be because Stock and Yogo
> only worked with two endogenous variables. I might be wrong. Your
> help is appreciated
>
> -ivreg2- from SSC will handle three endogenous variables if the
> equation is sufficiently overidentified (but not four).
>
> Kit Baum | Boston College Economics & DIW Berlin |
> http://ideas.repec.org/e/pba1.html
> An Introduction to Stata Programming
> | http://www.stata-press.com/books/isp.html
> An Introduction to Modern Econometrics Using Stata |
> http://www.stata-press.com/books/imeus.html
>
>
>
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