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)
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-----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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