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st: RE: xtivreg post-estimation command help


From   "Christopher A. Hartwell" <christopher.hartwell@msn.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: xtivreg post-estimation command help
Date   Mon, 17 Dec 2012 22:32:23 +0400

Xtivreg2 should allow for a first stage f-test. 

ssc install xtivreg2

and use the ffirst command.



Christopher A. Hartwell, PhD
Senior Research Fellow
Institute for Emerging Market Studies (IEMS)
http://iems.skolkovo.ru/ 

In Moscow: +7 916 777 1260 (m)
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Christopher.hartwell@msn.com 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Shi, Shishan
(MU-Student)
Sent: Monday, December 17, 2012 9:57 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: xtivreg post-estimation command help

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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