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Re: st: IV test statistics in Stata
From
Suryadipta Roy <[email protected]>
To
[email protected]
Subject
Re: st: IV test statistics in Stata
Date
Mon, 13 Aug 2012 08:30:15 -0400
Lynn,
Try -findit ivreg2- or -findit ivregress- .
And (at the minimum) get started by reading the follwing papers:
http://www.stata-journal.com/article.html?article=st0030
http://www.stata-journal.com/article.html?article=st0030_3
Best wishes,
Suryadipta.
On Mon, Aug 13, 2012 at 5:30 PM, Lynn <[email protected]> wrote:
> Hi all,
>
> I want to run several test statistics for instruments in my 2SLS model. They
> are test of excluded instruments(F-stat), under-identification
> test(Kleibergen-Paap rk LM stat & Kleibergen-Paap rk Wald stat),
> weak-identification test(Kleibegen-Paap Wald rk F stat),
> weak-instrument-robust inference test(Anderson-Rubin Wald test,F-stat &
> Anderson-Rubin Wald test, Chi-square stat & Stock-Wright LM S stat). Could
> you please give me some information about command or reference link for
> these tests. I appreciate it.
>
>
> Best Regards,
> Lynn
> PhD Student in Economics
>
>
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