Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: F test of joint significance versus Angrist-Pischke F
From
David Torres <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: F test of joint significance versus Angrist-Pischke F
Date
Mon, 20 Jan 2014 17:56:50 -0500
I am using xtivreg for a 2sls regression model and would like to know how to obtain the F test of joint significance of excluded regressors. I have one endogenous regressor in most models, but a final model includes an interaction of the endogenous regressor with dummies for race. Therefore, this F-test is preferred to the Angrist-Pischke F-stat that I get after using xtoverid with the noisily option.
By the way, can someone please explain to me the difference between these two F values?
Thanks,
Diego Torres
*
* 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/