Dear STATA community,
I am hoping you can help me find a command I am looking for. My coauthor and I ran the following regression (I dropped all the control variables to make it more clear):
ivreghdfe employed (distance=ruggedness), absorb(district year#district month) cluster(cluster)
Distance to the treatment "distance" is instrumented by the ruggedness of the terrain at the location "ruggedness". Since we are using more than 1 fixed effects variable, we need to use the ivreghdfe command.
We want to run a weak IV test using a postestimation command, but the command "weakivtest" only works with ivreg2 and ivregress.
Do you have any suggestions about how we can address this problem?
Thank you for considering this request, and for any tips or leads you can offer!
I am hoping you can help me find a command I am looking for. My coauthor and I ran the following regression (I dropped all the control variables to make it more clear):
ivreghdfe employed (distance=ruggedness), absorb(district year#district month) cluster(cluster)
Distance to the treatment "distance" is instrumented by the ruggedness of the terrain at the location "ruggedness". Since we are using more than 1 fixed effects variable, we need to use the ivreghdfe command.
We want to run a weak IV test using a postestimation command, but the command "weakivtest" only works with ivreg2 and ivregress.
Do you have any suggestions about how we can address this problem?
Thank you for considering this request, and for any tips or leads you can offer!
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