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Re: st: First stage F stats - xtivreg

From   Austin Nichols <>
Subject   Re: st: First stage F stats - xtivreg
Date   Mon, 20 Jun 2011 15:39:00 -0400

Agnese Romiti <>:
Are you clustering by region to account for the likely correlation of
errors within region?
Also see
for an alternative model that allows your dep var to be nonnegative.

On Mon, Jun 20, 2011 at 3:49 AM, Agnese Romiti <> wrote:
> Dear Statalist users,
> I'm running a fixed effect model with IV (xtivreg2) , my dependent
> variable is a measure of labor supply at the individual level (working
> hours). Whereas I have an endogenous variable with variation only at
> regional-year level.
> My question is about the First stage statistics, the Weak
> identification test results in an F statistics extremely high which
> makes me worry about something wrong, i.e. F=3289.
> Do you have any clue about potential reasons driving this odd result?
> Many thanks in advance for your help.
> Agnese
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