To check for multicollinearity problems I ivregress my endogenous variable and all many exogenous instruments. I use "ivregress 2sls y x (all instruments)". I get an R squared of more than 50%, but now the P>|z| is 0.136 does it mean it is statistically insignificant?. Instead if I reg y on all the variables, the coefficient for x is the only significant.
What am I forgetting?
Thank you
What am I forgetting?
Thank you
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