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st: xtivreg related IV test statistics
From
"Lynn Lee" <[email protected]>
To
<[email protected]>
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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