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Re: st: xtivreg related IV test statistics
You probably want to check out the user written routine -xtivreg2-
On 25 October 2012 12:14, Lynn Lee <email@example.com> wrote:
> 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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