Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | David Torres <writeon4truth2@msn.com> |
| To | "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |
| 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/