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Re: st: newey2, F


From   richard boylan <[email protected]>
To   [email protected]
Subject   Re: st: newey2, F
Date   Fri, 19 Mar 2010 13:32:20 -0500

Eric,

renvars renames variables. I am not sure why that would help.

Richard

On Fri, Mar 19, 2010 at 11:30 AM, Eric Booth <[email protected]> wrote:
> <><>
>
> Hi Richard:
>
> Try -renvars- from SSC.
>
> ~ Eric
> __
> Eric A. Booth
> Public Policy Research Institute
> Texas A&M University
> [email protected]
> Office: +979.845.6754
>
>
>
> On Mar 19, 2010, at 11:14 AM, richard boylan wrote:
>
>> I am doing iv using the command "newey2"
>>
>> The reason for this is that I have a panel, I need to computed pooled
>> IV with Newey-West standard errors.
>>
>> My question is how do I compute the F statistics for my instruments in
>> the first stage (in order to check if I have a weak instrument
>> problem)?
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
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>> *   http://www.ats.ucla.edu/stat/stata/
>
>
>
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/
>

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