Economics Asked by Colette Salemi on January 24, 2021
I am transitioning to using the "ivregress 2sls" command in Stata for IV estimates. I’ve been trying to produce F-statistics to test for whether the instrument is weak. I believe that the key is, after running the following:
ivregress 2sls haz (event12 = distanceToBorder) sex age m_age m_everschool ///
nightLights13 UR windex5 no_hhmembers hh_head_sex i.language , vce(cluster cluster_number)
You then call on the estat command as follows:
estat firststage
But for my estimation, this produces F-stats that are suspiciously high (like 500+). Am I missing something?
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