Dear All,
I have the following variables in a 2SLS model.
Ivregress 2slsl y (x1 x2 = z1 z2 z3) x3 x4 x5 i.fyear i.sic
I was trying to do a endogeneity test, an over identification test, and a weak instrument test by using the following commands:
Estat endogenous x1 x2
Estat overid
estat firststage x1 x2
I used these commands to run the test when I only have one IV in my model previously, but I am not sure if the way that I use the commands would be the same when I have two IVs.
If you know how to use these commands when there are more than one IV, could you please let me know if this is the right way to run the code? Thank you so much for your help.
Related Posts with Over identification & weak instrument tests in a 2SLS with more than one IV
Replacing missing valuesDear All, I have the following (maybe silly) problem, which I cannot solve. I have the following d…
How to extract a word from a string variable.I have a variable that captures actual household address, say, "76 Longstreet Albertville Gauteng". …
Event StudiesDear Statalist, I have been having issues with my event study methodology from princeton https://ds…
Multilevel logistic regressionHi I am running an multilevel logistic regression on dhs data of ukraine.I amnot sure about the resu…
Year and month from cumulative number of months by groupDear all, I have a panel data with a large number of groups and the cumulative number of months (1 …
Subscribe to:
Post Comments (Atom)
0 Response to Over identification & weak instrument tests in a 2SLS with more than one IV
Post a Comment