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re: st: newey2, F


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   re: st: newey2, F
Date   Fri, 19 Mar 2010 12:23:43 -0400

<>
With all deference to David Roodman's -newey2-, I suggest you use xtivreg2 (which requires ivreg2 and ranktest) from SSC rather than newey2, as xtivreg2 has more complete capabilities with regard to weak instrument tests.

Kit

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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