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Re: st: anderson-rubin test

From   daniel klein <>
Subject   Re: st: anderson-rubin test
Date   Sat, 15 Oct 2011 11:07:43 +0200

You are asked to read the FAQ
( before posting
a question. In there you find e.g the following

"Before posting, consider other ways of finding information:


findit can tell you about not only all of the above, but also about
user-written Stata programs available on the Internet."

. findit anderson-rubin

points to -ivreg2- (available from SSC).

An alternative google search wth keywords "stata anderson-rubin"
returns this
I guess this might be what you are looking for, but I cannot say for
sure, since you do not give any references, thus violating another
FAQ, which states

Precise literature references please! Please do not assume that the
literature familiar to you is familiar to all members of Statalist. Do
not refer to publications with just minimal details (e.g., author and
date). Questions of the form “Has anyone implemented the
heteroscedasticity under a full moon test of Sue, Grabbit, and Runne
(1989)?” admittedly divide the world. Anyone who has not heard of the
said test would not be helped by the full reference to answer the
question, but they might well appreciate the full reference.



Is there anyone who can help me with anderson-rubin test? Is there any stata
command for this test?


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