Validity of xtivreg 2nd stage regression

[Danielle leblanc]

Hi I am using xtivreg where one of the explanatory variables has one instrument:

xtivreg  ChgLCon (L.Underperformance_Peer=L.Financial_Crisis) L.Cost_Income_Ratio L.HH_index L.ST_interest L.LT_interest L.Inflation i.statefips i.year i.quarter if sz_large==1, fe first vce(robust)

The results of the first stage regression are good (instrument is significant at 1%) but the results of the 2nd stage regression is weak (explanatory variables are rarely significant. what sould I report in the research paper to validate this regression? I don't see an F statistics for the 2nd stage regression . Should I report Prob > chi2 of the 2nd stage?

[Danielle leblanc]

in other words in te 2nd stage regression should I report the wald test? why the f statistics of the 2nd stage regression doesn't appear?

[Carlo Lazzaro]

Daniell:
see -help j_robustsingular- about the missing F statistic.