Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: weak-instrument-robust tests in ivreg2

From   "Ye, Jingjing" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: weak-instrument-robust tests in ivreg2
Date   Wed, 5 Jan 2011 14:35:32 +0000

Dear statalist,
I have a cross-sectional data, and three endogenous variables (one of them is an interaction term of the other two: exogamy, emp_ratio, interation), three instruments(also generate interaction using the three exclusion restriction. I want to do weak-instrument-robust, however, I got inconsistent results from Anderson-Rubin wald/F statistic and  Stock-Wright LM test.

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index