Dear Statalisters,
I am running Baltagi's ec2sls random effects model. xtivreg investment (favoritism = elf) hdi education_expenditures population_growth year2009 year2011 year2012 year2013 year2016 y
> ear2008 year2010 year2014 year2015, first re ec2sls. My instrumental variable is time invariant. I would like to test if a have a weak instrument problem. I run xtoverid, noi and I get the following message:
Warning - endogenous variable(s) collinear with instruments
Vars now exogenous: __000015 __00001B __00001E __00001H __00001K
Warning - collinearities detected
Vars dropped: __000019 __00001G __00000W __00000Z __000012 __000018
If I don't include dummy variables I don't get this message. I checked if my year dummies might be overlapping but it was not the case. Could you please give me an advise what could be the problem and how to calculate F-statistics for excluded instruments.
Related Posts with F statistics for excluded instruments after re ec2sls
Division into two groupsDear statalists, I am running an analysis with an unbalanced dataset for 10 years. I would like to …
Comparing two waves with RE-LogitI am currently using Panel data from the SOEP to analyze and compare political interest in 2013 and …
Clustered Errors and fixed effect on the same levelHello Statalist-Forum, I was wondering if you could help me with a problem: I have a continous outc…
one year survival - data managementgood day all I have a list of children with 2 variables "date of birth" and "date of death". Both a…
xtreg, fe robust: xtoverid error(2b) operator invalid when correcting Hausman test (V_b-V_B is not positive definite) due to year dummiesDear Statalisters, I am analyzing a panel dataset with year dummies over a period of 2000-2018 and …
Subscribe to:
Post Comments (Atom)
0 Response to F statistics for excluded instruments after re ec2sls
Post a Comment