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]

RE: st: IV test statistics in Stata


From   "Lynn" <lynn09v@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: IV test statistics in Stata
Date   Mon, 13 Aug 2012 21:05:39 -0700

Thank you.

Best Regards,
Lynn

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Suryadipta Roy
Sent: Monday, August 13, 2012 5:30 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: IV test statistics in Stata

Lynn,
Try -findit ivreg2- or -findit ivregress- .
And (at the minimum) get started by reading the follwing papers:

http://www.stata-journal.com/article.html?article=st0030
http://www.stata-journal.com/article.html?article=st0030_3

Best wishes,
Suryadipta.

On Mon, Aug 13, 2012 at 5:30 PM, Lynn <lynn09v@gmail.com> wrote:
> Hi all,
>
> I want to run several test statistics for instruments in my 2SLS model.
They
> are test of excluded instruments(F-stat), under-identification
> test(Kleibergen-Paap rk LM stat & Kleibergen-Paap rk Wald stat),
> weak-identification test(Kleibegen-Paap Wald rk F stat),
> weak-instrument-robust inference test(Anderson-Rubin Wald test,F-stat &
> Anderson-Rubin Wald test, Chi-square stat & Stock-Wright LM S stat). Could
> you please give me some information about command or reference link for
> these tests. I appreciate it.
>
>
> Best Regards,
> Lynn
> PhD Student in Economics
>
>
> *
> *   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/
*
*   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/

*
*   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