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st: AR test


From   Dan Bergov <danbergov@yahoo.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: AR test
Date   Tue, 3 May 2011 08:56:49 -0700 (PDT)

Hi! I am somehow new to this forum, and stata:). I was wondering if someone could tell what package is needed to perform Anderson Rubin test for weak instruments, I mean the one that is robust to weak instruments not the one reported bi ivreg2 for overidentyfing conditions. I downloaded condivreg package but I have more than one endogenous regressors so I don't need CLR test, but AR test. Thanks! Hope to get a reply!
Dan
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