Announcement

Collapse
No announcement yet.
X
  • Filter
  • Time
  • Show
Clear All
new posts

  • xtivreg postestimation commands for endogeneity, week instrument and over-identification test

    Hi,

    I'm solving simultaneous equations with endogenous variable, hence choose 2sls.
    I've panel data.
    So I thought I must go with xtivreg command.
    I checked the results of pooled 2sls, FE 2sls, RE 2sls.
    But for FE 2sls and RE 2sls, I'm not able to find post estimation command to test: endogeneity, week instrument and over-identification.
    Can you tell me where I can find the commands?

    Also, do you think xtivreg2 is a better option to go with?

    Or is it simple ivreg2?

    I aim to compare results at the end (including post estimation test results) with esttab.

    Best,

    Last edited by Souryabrata Mohapatra; 25 Apr 2021, 05:44.

  • #2
    Dear Jeff Wooldridge and Carlo Lazzaro,
    Can you please help me out?
    Awaits your reply,
    Regards,

    Comment

    Working...
    X