Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | vikramfinavker <vikramfinavker@gmail.com> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Stock & Yogo Weak ID test |
Date | Sat, 9 Apr 2011 04:00:56 -0700 |
HI, Could you please tell me whats the difference between the test based on TSLS bias and TSLS size. Should i consider both of them? I got following results. PLease advise me. Weak identification test (Cragg-Donald Wald F statistic): 14.021 Stock-Yogo weak ID test critical values: 5% maximal IV relative bias 13.97 10% maximal IV relative bias 8.78 20% maximal IV relative bias 5.91 30% maximal IV relative bias 4.79 10% maximal IV size 19.45 15% maximal IV size 11.22 20% maximal IV size 8.38 25% maximal IV size 6.89 Source: Stock-Yogo (2005). Reproduced by permission. Thanks. -- View this message in context: http://statalist.1588530.n2.nabble.com/Stock-Yogo-Weak-ID-test-tp6256621p6256621.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/