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Re: st: newey2, F


From   Eric Booth <ebooth@ppri.tamu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: newey2, F
Date   Fri, 19 Mar 2010 11:30:14 -0500

<><>

Hi Richard:

Try -renvars- from SSC.

~ Eric
__
Eric A. Booth
Public Policy Research Institute
Texas A&M University
ebooth@ppri.tamu.edu
Office: +979.845.6754



On Mar 19, 2010, at 11:14 AM, richard boylan wrote:

> I am doing iv using the command "newey2"
> 
> The reason for this is that I have a panel, I need to computed pooled
> IV with Newey-West standard errors.
> 
> My question is how do I compute the F statistics for my instruments in
> the first stage (in order to check if I have a weak instrument
> problem)?
> *
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> *   http://www.ats.ucla.edu/stat/stata/




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