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st: strong instruments


From   "donsaane" <donsaane@yahoo.fr>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: strong instruments
Date   Mon, 7 Nov 2011 21:06:13 -0500

I'm running a 3sls model (I tried ivreg2 or 2sls, and I didn't get
significant results) , and I wondering if my instruments are strong. Can we
just see it with the output results? 
as example: pdvavg4 is an instrument for j30f. we see that pdvavg4 is
significant. It is enough to say that pdvavg4 is a strong instrument?
thanks

reg3 (emploi: emploi = j30f j30b) (j30b = taxeavg4 b5 a2 b2a b2b
b2c a4a a7 a6a  ) (j30f = pdvavg4 b5 a2
b2a b2b b2c a4a a7 a6
> a)
 
Three-stage least-squares regression
----------------------------------------------------------------------
Equation          Obs  Parms        RMSE    "R-sq"       chi2        P
----------------------------------------------------------------------
emploi            131      2    .4052919   -0.1658       3.45   0.1784
j30b              131      8    .9394929    0.2112      37.17   0.0000
j30f              131      8    .9930078    0.2500      45.75   0.0000
----------------------------------------------------------------------
 
----------------------------------------------------------------------------
--
             |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
Interval]
-------------+--------------------------------------------------------------
--
emploi       |
        j30f |  -.0895928   .0645908    -1.39   0.165    -.2161883
.0370028
        j30b |   .1245075   .0755103     1.65   0.099      -.02349
.272505
       _cons |   .0341791   .2257434     0.15   0.880    -.4082698
.4766279
-------------+--------------------------------------------------------------
--
j30b         |
    taxeavg4 |   .9566036   .1901856     5.03   0.000     .5838467
1.32936
          b5 |    .011787   .0073776     1.60   0.110    -.0026729
.0262469
          a2 |   -.004885     .15014    -0.03   0.974     -.299154
.289384
         b2a |   .0032782   .0052013     0.63   0.529    -.0069162
.0134726
         b2b |    .004151   .0063073     0.66   0.510     -.008211
.016513
         b2c |  -.0580875   .0315122    -1.84   0.065    -.1198504
.0036753
         a4a |  -.0025426   .0044695    -0.57   0.569    -.0113026
.0062174
          a7 |   .0132198   .2282933     0.06   0.954    -.4342267
.4606664
         a6a |  (omitted)
       _cons |  -23.56414   14.58883    -1.62   0.106    -52.15771
5.02944
-------------+--------------------------------------------------------------
--
j30f         |
     pdvavg4 |   .9825736   .1833886     5.36   0.000     .6231387
1.342009
          b5 |  -.0090748   .0077313    -1.17   0.240    -.0242279
.0060782
          a2 |  -.0717486   .1705269    -0.42   0.674    -.4059751
.2624778
         b2a |  -.0106844   .0054099    -1.97   0.048    -.0212877
-.0000812
         b2b |  -.0118935   .0065061    -1.83   0.068    -.0246453
.0008583
         b2c |   -.109557   .0328635    -3.33   0.001    -.1739684
-.0451457
         a4a |  -.0003704    .004611    -0.08   0.936    -.0094079
.0086671
          a7 |   .1681194    .237539     0.71   0.479    -.2974484
.6336873
         a6a |  (omitted)
       _cons |   19.01283   15.26012     1.25   0.213    -10.89645
48.92212
----------------------------------------------------------------------------
--
Endogenous variables:  emploi j30b j30f 
Exogenous variables:   taxeavg4 b5 a2 b2a b2b b2c a4a a7 a6a pdvavg4
---------------------------------------


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