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st: RE: AR test
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: AR test
Date
Tue, 3 May 2011 18:18:58 +0200
add the option -first- to your -ivreg2- command.
Have a look at the help file for ivreg2: -help ivreg2- for more details.
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Dan Bergov
Sent: 03 May 2011 17:57
To: [email protected]
Subject: st: AR test
Hi! I am somehow new to this forum, and stata:). I was wondering if someone could tell what package is needed to perform Anderson Rubin test for weak instruments, I mean the one that is robust to weak instruments not the one reported bi ivreg2 for overidentyfing conditions. I downloaded condivreg package but I have more than one endogenous regressors so I don't need CLR test, but AR test. Thanks! Hope to get a reply!
Dan
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