F statistics for multiple endogenous variables

sergiocorreia / ivreghdfe

Run IV/2SLS with many levels of fixed effects (i.e. ivreg2+reghdfe)

MIT License

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F statistics for multiple endogenous variables #30

Open lanauze opened 4 years ago

lanauze commented 4 years ago

Thank you for this great command!

I am wondering if there is a way to get the first stage Sanderson-Windmeijer (SW) partial F statistics for multiple endogenous variables that is produced by ivreg2 (saved in e(first) with the first or ffirst options).