BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Tuesday, February 28, 2023

ivreg2-weak instrument robust inference

Dear All,

I was a bit confused about the validity of estimates after ivreg2. If the Kleibergen-Paap rk LM statistic and Kleibergen-Paap rk Wald F statistic indicate weak instruments but Anderson-Rubin Wald test and Stock-Wright LM S statistic reject the joint weakness of instruments, are the estimates still valid or not biased by weak instruments? Thank you for any suggestions!

Best,
Haiyan

BJ Data Tech Solution

Tuesday, February 28, 2023

ivreg2-weak instrument robust inference

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