Anbrhave
11-22-2010, 05:05 AM
Dear people,
I want to check whether my instrument has enough correlation with the endogenous regressor by looking at the F-statistic.
First I give the following command: ivreg grade workhours2 studyhours2 age lifeaway univers prevgrade motivation (workhours studyhours = nodisability unearninc) if stuyear==1
Then at the internet they said that for stata 10 (the one I use) I can do:
estat firststage
However, this does not work (stata gives : invalid subcommand firststage)
Is there a command that does work??
And if I just do it with reg, should I give the following command??
reg workhours nodisability unearninc grade workhours2 studyhours2 age lifeaway univers prevgrade motivation if stuyear==1
?? (It seems quite strange that workhours^2 is not intstrumented, is this wrong).
And the regression above gives F-statistics higher than 10, but is this enough to say the instrument is OK??
Thanks!
I want to check whether my instrument has enough correlation with the endogenous regressor by looking at the F-statistic.
First I give the following command: ivreg grade workhours2 studyhours2 age lifeaway univers prevgrade motivation (workhours studyhours = nodisability unearninc) if stuyear==1
Then at the internet they said that for stata 10 (the one I use) I can do:
estat firststage
However, this does not work (stata gives : invalid subcommand firststage)
Is there a command that does work??
And if I just do it with reg, should I give the following command??
reg workhours nodisability unearninc grade workhours2 studyhours2 age lifeaway univers prevgrade motivation if stuyear==1
?? (It seems quite strange that workhours^2 is not intstrumented, is this wrong).
And the regression above gives F-statistics higher than 10, but is this enough to say the instrument is OK??
Thanks!