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st: First stage F stats - xtivreg


From   Agnese Romiti <romitiagnese@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: First stage F stats - xtivreg
Date   Mon, 20 Jun 2011 09:49:59 +0200

Dear Statalist users,

I'm running a fixed effect model with IV (xtivreg2) , my dependent
variable is a measure of labor supply at the individual level (working
hours). Whereas I have an endogenous variable with variation only at
regional-year level.
My question is about the First stage statistics, the Weak
identification test results in an F statistics extremely high which
makes me worry about something wrong, i.e. F=3289.
Do you have any clue about potential reasons driving this odd result?

Many thanks in advance for your help.

Agnese
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