st: IV testing with ivreg2

[Johanna Avato <johanna.avato@googlemail.com>]

I am running an IV model with 2 endogenous variables and 4 IVs with  
present heteroskedasticity. In my tests the partial Fs are well above  
10 but the Kleinbergen-Paap statistic is only 5 thus not above the  
critical values, still the Anderson-Rubin statistic is significant. Do  
I have a weak IV problem or not? If I use the liml option, which I  
read is recommended for weak instruments, the Kleinbergen-Paap of 5 is  
still above the critical values... does anyone have a comment? 
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