Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: xtivreg2, fe: F-test in second stage is significant in first stage but insignificant in second stage


From   Humaira Asad <humairaasad@hotmail.com>
To   STATA HELP <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg2, fe: F-test in second stage is significant in first stage but insignificant in second stage
Date   Sat, 25 Jun 2011 08:40:35 +0000



 

Hi,

 

I am using xtivreg2. The F-test in all the first stage estimations is significant. But it is insignificant in the second stage. The number of observations are 189. Kindly suggest how can I improve the F-statistics in the second stage.

 

Sargan is insignificant showing the instruments are exogenous.



 
Humaira Asad
PhD Student
 

 

  		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index