Dear all,
I'm running an IV regression with clustered SE. Since my outcome variable is a cell mean, I'd like to compute its sampling variance in order to obtain the goodness of fit statistic as follows:
GOF = sum(ê_a^2/V_a)
Which following a chi-squared distribution with N-k degrees of freedom. Although Stata automatically shows in a normal ivreg set up, it doesn't when using clustered SE's.
Thanks in advance.
Best,
Locks
Related Posts with Goodness of Fit in IVregress with clustered SE
Creating all matched pairs Code: clear all set obs 50 generate id1 = . replace id1 = 1 if _n > 0 & _n < 10 replace …
Propensity Sample Match with Fixed EffectsI am working on a large data set that includes observations from two different years (it's not a pan…
How to transform this kind of data to panel dataHi everyone, I have a dataset like follows, MMM US Equity MMM US Equity MMM US Equity ABBN SW Eq…
Durbin Wu Hausman TestHello, i am struggling with interpreting results from Durbin-Wu Hausman Test for Pooled OLS and fi…
boottest: just as wild, 10X fasterAppendix A.2 of the paper about boottest describes an opportunity to speed up the program's construc…
Subscribe to:
Post Comments (Atom)
0 Response to Goodness of Fit in IVregress with clustered SE
Post a Comment