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Re: Re: st: first stage results using ivregress with vce(cluster)
From
Souvik Banerjee <[email protected]>
To
[email protected]
Subject
Re: Re: st: first stage results using ivregress with vce(cluster)
Date
Tue, 18 Mar 2014 16:53:32 -0400
Hi Suryadipta, Nick, Mark and Christopher,
I apologize for this late response. Your suggestions were very
helpful! Thanks again.
Souvik
On Sat, Mar 15, 2014 at 9:57 AM, Christopher Baum <[email protected]> wrote:
> <>
> On Mar 13, 2014, at 2:33 AM, Souvik wrote:
>
>> I am following up on your response yesterday. Thanks for your help. I
>> am aware of the formal tests for endogeneity and instrument validity.
>> I was actually referring to the test for relevance of the
>> instrument(s), which to my knowledge is just based on the first stage
>> results.
>
> See the description of the redundant() option in Baum-Schaffer-Stillman's -ivreg2- on SSC.
>
>
> Kit Baum
> Professor of Economics and Social Work, Boston College, Chestnut Hill MA, USA
> DIW Research Professor, Department of Macroeconomics, DIW Berlin, Berlin, Germany
> [email protected] | http://ideas.repec.org/e/pba1.html
>
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