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From | "Lynn Lee" <lynn09v@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: xtivreg related IV test statistics |
Date | Fri, 26 Oct 2012 00:27:58 +0800 |
Kirk, I appreciate for your suggestion. Best Regards, Lynn Lee -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Kirk Geale Sent: Friday, October 26, 2012 12:18 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: xtivreg related IV test statistics Hi Lynne, You probably want to check out the user written routine -xtivreg2- Kirk On 25 October 2012 12:14, Lynn Lee <lynn09v@gmail.com> wrote: > Dear all, > > I am currently working with panel IV regression. I want to do several > test > statistics: 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). > I read references recommended by Christopher and Suryadipta, they are > related with cross-section IV tests. So, I am wondering whether > commands for panel regression is available. > > Any suggestion is appreciated. > > Best Regards, > Lynn Lee > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/statalist-faq/ > * http://www.ats.ucla.edu/stat/stata/ -- Kirk Geale M.Sc. Economics kirkgeale@gmail.com LinkedIn * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/