First-stage F-statistic in SPIVREG command

[Zaafir Hasan]

Dear Statlist members,

I am seeking assistance with calculating the F-statistic after using the "SPIVREG" command in Stata. I have reviewed the help file and a relevant paper but am still unsure how to proceed. I am specifically interested in determining the significance of the first stage. I would appreciate any recommendations on how to calculate the F-statistic in this context.

Thanks,

Zaafir H.
Department of Economics
UCL