Here I have ran the regression with xi: xtivreg wage race age married (education = parents education), fe first
My problem is that I want to have the estat firststage, to check if the instrument is weak. This is not possible with xtivreg, this estat firststage I can only get with using
xi: ivregress 2sls wage race age married (education = parents education)
Now the problem is that the coefficients for xi: ivregress 2sls and xi: xtivreg is different. I can conclude for the estat firststage that the instrument is not weak.
But how can I else test if the instrument is weak or not for the xtivreg , I have to stick with the xtivreg model.
0 Response to Is xi: xtivreg the same as xi: ivregress 2sls
Post a Comment