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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 00:27:58 +0800

Kirk, I appreciate for your suggestion.

Best Regards,
Lynn Lee


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kirk Geale
Sent: Friday, October 26, 2012 12:18 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: xtivreg related IV test statistics

Hi Lynne,

You probably want to check out the user written routine -xtivreg2-

Kirk

On 25 October 2012 12:14, Lynn Lee <lynn09v@gmail.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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--
Kirk Geale
M.Sc. Economics
kirkgeale@gmail.com
LinkedIn
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