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Re: st: xtabond with test for weak instruments


From   Nick Cox <njcoxstata@gmail.com>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: xtabond with test for weak instruments
Date   Mon, 14 Oct 2013 23:59:03 +0100

As the Statalist FAQ indicates, you are asked to inform us of your
cross-posting this question on

http://stackoverflow.com/questions/19337335/arellano-bond-xtabond-with-test-for-weak-instruments

As that question got no replies, you might consider deleting it.

In addition, the Statalist FAQ requests full references, not minimal
name (date) references such as Scott and Yoga (2002).

Nick
njcoxstata@gmail.com


On 14 October 2013 23:47, Mohit Khurana <mohitkhurana84@gmail.com> wrote:
> Hi
>
> I am using xtabond in one of my projects. There are total 96
> instruments used in the model. I want to know whether instruments used
> are weak or not. I am guessing that I can compare wald statistic with
> the critical values provided in Scott and Yoga (2002) paper but don't
> know how exactly to do it. Has anyone done something like this before?
> any help would be appreciated.
>
> Thanks
> Mohit
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