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st: XTIVREG first-stage F-statistic


From   Nicole Au <Nicole.Au@buseco.monash.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: XTIVREG first-stage F-statistic
Date   Fri, 22 Oct 2010 11:26:14 +1100

Dear all

I am using XTIVREG to estimate an instrumental variables random effects model with 3 waves of panel data. Does anyone know how I can obtain the F-statistic of the instruments in the first-stage regression?

I understand xtivreg2 displays the F-stat for fixed-effects or first-differences IV models, however there is no random effects option for xtivreg2.

Thanks,

Nicole



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