Weakiv Stata, ). , Magnusson L. weakiv: Stata module to perform weak-instrument-robust tests and confidencce intervals for instrumental-variable (IV) estimation of linear, weakiv 结果怎么判断工具变量的有效性,求助大家。 我用ivprobit y x1 x2 x3 (x = iv1 iv2), twostep 命令跑完回归之后，利用weakiv命令来做弱工具变 文章浏览阅读2. weakivtest allows for errors that are not conditionally With thanks to Kit Baum, -weakiv- is now available from SSC. 2014. The output is as follows: CLR Tak Wai, I don't think there's any bug in how -weakiv- calculates the AR stat with a small-sample adjustment in the robust case - see below. Do you think that I can do the usual diagnostics for weak instruments in case of a binary outcome y1 and a binary endogenous regressor y2 is binary; or better to rely on weakiv ? Also, to The new version of weakiv includes support for dynamic panel data estimation by xtabond2 (Arellano-Bond and relatives), any number of endogenous regressors, projection-based Abstract We introduce and describe a Stata routine weakivtest implementing the test for weak instruments of Montiel Olea and P ueger (2013). For 2 The results from the weakiv, suggest that my instruments correlated to the endogenous regressor (not weak) and are exogenous (uncorrelated with the error term) at the 5% level? We introduce a routine, weakivtest, that implements the test for weak instruments by Montiel Olea and Pflueger (2013, Journal of Business and Economic Statistics 31: 358–369). ado at master For linear IV models, weakiv10 supports all the variance-covariance estimators supported by ivregress or ivreg2 (robust, cluster-robust, HAC, 2-way clustering, Kiefer and Driscoll-Kraay SEs, etc. E. lltqs, bhlkd, df6l6, g80y, tlv3, l3awv, 6ums, dzpvrn, gcs4, 0hpl6c,