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
Insignificant direct effect and significant indirect effect with -ldecomp- command (Mediating analysis)Hello! My name is Josep Maria Caroz and I am doing a research paper about the relationship between e…
Scatterplots or sepscatterHello statalist I have a question regarding scatterplots: I would like to have a scatterplot with c…
Generating the average of the last 3 observed values of a variable in a panel dataDear Statalisters, I have a panel dataset and I'm struggling to generate the averages of the last 3…
Plot predicted probability for dummies independent variableHi, I am using logistic regression analysis to test the effect of marital, employment and education…
Effect of small treatment sizeDear all, I will please like to find out the impact of having a small treatment size in the analysi…
Subscribe to:
Post Comments (Atom)
0 Response to Over identification & weak instrument tests in a 2SLS with more than one IV
Post a Comment