I am in the process of using the xtivreg command and I am interested
in using the 'test' command in order to test some of the coefficients
in the first stage. I am currently using 'test' to determine if the
coefficients in the second stage are equal to zero, but I am also
interested in testing whether some of my coefficients in the first
stage are equal to zero. Would anyone happen to know what I would
need to do in order to test the coefficients in the first stage?
Any responses would be greatly appreciated.
Thank you,
Samuel Finkelstein
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