Dear all,
Yes, I read
Stock, J.H. and Yogo, M. 2005. " Testing for Weak Instruments in
Linear IV Regression"
but I still don't understand how do I interpret the critical values of
the Stock&Yogo- maximal IV size when using ivreg2.
I think I compare the critical values from x%maximal IV relative bias
with the Cragg-Donald stat to test for weak instruments but the
critical values for the size with what and what it means?
Thanks a lot in advance
Nirina
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