Dear all,

I have two endogeneous regressors and two instruments. I read that the Kleibergen-Paap rk Wald F statistic is in this case invalid and one should use the Angrist-Pischke F-Statistic. This statistic should be included in xtivreg2. (This is all according to http://www.mostlyharmlesseconometric...ivreg2-update/ )

However, I cannot find the Angrist-Pischke F-Statistic in my standard xtivreg2 output (i.e., I just typed something like
Code:
xtivreg2 var1 var2 (endo1 endo2 = iv1 iv2), fd
). Where can I find this statistic?

Thank you very much!

All the best
Leon