xtivreg for panel data and fixed effects

[Odrija Karmakar]

Hello,

I have an unbalanced panel data and with fixed effects( Hausman test suggests so). I want to see if the model suffers from endogeneity. My endogeneous variable is A and the instrument for that is B. Could someone suggest how I can check whether the instrument is weak or not and whether the model had endogeneity in the first place. For cross-sectional data we commonly use post setimation commands like estat endog or estat firststage. Is there a similar command for panel data IV regression?

[Phil Bromiley]

You'll increase your chances of a useful answer by following the FAQ on asking questions - provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

xtivreg2 has built in weak instrument tests. If you search this listserve, you'll find many discussions of these issues.