Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: two endogenous regressors


From   Kit Baum <baum@bc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: two endogenous regressors
Date   Sat, 25 Mar 2006 07:11:24 -0500

The latest version of ivreg2 (ssc install ivreg2, replace) will perform some useful tests on the FSRs even in the case of exact identification. The help file has all the gory details.

Kit Baum, Boston College Economics
http://ideas.repec.org/e/pba1.html


On Mar 25, 2006, at 2:33 AM, Florence wrote:


Hello, does anyone know the correct test of the first stage when I have two endogenous regressors
and two instruments? (so my equation is exactly identified). I heard something about an S-Test,
and I'm not exactly sure how my "rule of thumb" about an F-stat of at least 9 or 10 for the first
stage changes when I have multiple first-stages to worry about.
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2020 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index