Dear Statalisters,
I estimating a model using xtivreg2. My model includes 6 endogenous
variables. The STATA output does not report the Stock-Yogo critical
values for the case with 6 endogenous variables. Does anybody have any
suggestions on how I could obtain these values for the case with 6
endogenous variables?
Best regards,
Erasmo
Reference
Stock and Yogo, 2004, Testing for Weak Instruments in Linear IV
Regressions, (can be found at:
http://ksghome.harvard.edu/~jstock/ams/websupp/rfa_7.pdf )
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