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| From | richard boylan <richardtb25@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| 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 <ebooth@ppri.tamu.edu> wrote: > <><> > > Hi Richard: > > Try -renvars- from SSC. > > ~ Eric > __ > Eric A. Booth > Public Policy Research Institute > Texas A&M University > ebooth@ppri.tamu.edu > 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 >> * http://www.stata.com/support/statalist/faq >> * http://www.ats.ucla.edu/stat/stata/ > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/