Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Stock-Yogo critical values for 5 endogenous variables
From
xueliansharon <[email protected]>
To
[email protected]
Subject
st: Stock-Yogo critical values for 5 endogenous variables
Date
Fri, 29 Apr 2011 08:24:21 -0700 (PDT)
Dear listservers,
I want to estimate a linear model with 5 endogenous variables, I have 10 IVs
in hand, but when I use ivreg2, it just reports Cragg-Donald Wald F
statistic as 1.250, and doesn't report the Stock-Yogo critical values, then
how can I see whether my instruments are weak instruments?
Your response is greatly appreciated.
Regards,
Sharon--
View this message in context: http://statalist.1588530.n2.nabble.com/Stock-Yogo-critical-values-for-5-endogenous-variables-tp6317292p6317292.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/