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Specify the -first- option and/or run - ssc d xtoverid- afterwards
*************
webuse nlswork, clear
generate age2 = age^2
generate byte black = (race==2)
xtivreg ln_w age* not_smsa black (tenure = union birth south), re first
xtoverid, noi
*************
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von yunsong
Gesendet: Mittwoch, 8. April 2009 12:48
An: [email protected]
Betreff: st: first stage F-statictics for xtivreg
¿Õ°×Dear all
I use xtivreg, re to estimate random coefficient model with IV. I just
wonder how to get the first stage F-statistics to see the relevance of the
IV(e.g., unidentification, weak identification). Any suggestion is
appreciated.
¡¡¡¡¡¡¡¡
Yunsong Chen
Nuffield College
University of Oxford
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