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st: Assessing validity and weakness of instruments after command sem


From   Suyin Chang <suyinlchang@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Assessing validity and weakness of instruments after command sem
Date   Wed, 18 Dec 2013 03:39:52 -0600

Dear all,

I am fitting a couple of nonrecursive models with the command sem in
Stata, but so far I didn't find a way to run postestimation tests for
the validity and strength of the instruments used in the models. Is
there a way to do so, just as the postestimation commands estat overid
and estat firststage do for ivregress/ivreg?

It seems to me that assessing the validity and strength of instruments
is crucial for many structural equation models, particularly
nonrecursive ones. Of course I could workaround this issue by running
a 2SLS model with ivregress and performing the postestimation in those
2SLS models. It is sort of an aproximation, but not the ideal wa

Thanks for your time!

Suyin
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