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st: xtivreg related IV test statistics


From   "Lynn Lee" <lynn09v@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: xtivreg related IV test statistics
Date   Fri, 26 Oct 2012 00:14:38 +0800

Dear all,

I am currently working with panel IV regression. I want to do several test
statistics: 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). I read
references recommended by Christopher and Suryadipta, they are related with
cross-section IV tests. So, I am wondering whether commands for panel
regression is available. 

Any suggestion is appreciated. 

Best Regards,
Lynn Lee


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