Hi,
I was asked to do the first stage (only) in IV regression and then get a table about it. Here are the issues I faced which also made me confused:

1. I regressed y (which is a dummy variable) on all the control variables to get one of the coefficients which was useful for my task. And I think I need to use all the control variables in the regression otherwise I got wrong coefficient which I want.

2. However, after regression the F-stat is missing. I guess the reason is that there are too many variables/clusters/predictors. But if I delete other variables, the result will be wrong.
Array

3. Since the F-stat is ".", I used code test to check the instrument variable. Nevertheless, I got the wrong number of F-stat.


I cannot post data or the table here so sorry for the inconvenient. And I just want some suggestions about what can I do to solve this problem. Hope anyone can help me.


Thanks a lot.
C.L.