Hi Stata users,
I am running a 2SLS + fixed effect regression with one IV for one endogenous variable and use -xtivreg.
I also would like to test the strength of my IV, so I tried
-estat firststage
which works for -xtregress
However, it doesn't work for -xtivreg.
Can someone please help me with this?
Is there a command that allows me to do F-test on the first stage after -xtivreg?
Thanks,
Sybil
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