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st: xtivreg2, fe: F-test in second stage is significant in first stage but insignificant in second stage
From
Humaira Asad <[email protected]>
To
STATA HELP <[email protected]>
Subject
st: xtivreg2, fe: F-test in second stage is significant in first stage but insignificant in second stage
Date
Sat, 25 Jun 2011 08:40:35 +0000
Hi,
I am using xtivreg2. The F-test in all the first stage estimations is significant. But it is insignificant in the second stage. The number of observations are 189. Kindly suggest how can I improve the F-statistics in the second stage.
Sargan is insignificant showing the instruments are exogenous.
Humaira Asad
PhD Student
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