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st: RE: Stock-Yogo critical values for 5 endogenous variables
From
DE SOUZA Eric <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: Stock-Yogo critical values for 5 endogenous variables
Date
Fri, 29 Apr 2011 17:44:29 +0200
If you are using ivreg2, it really is worth your while to download the article by the authors of the command. Thanks to Stata Journal's policy, you can download it for free:
http://www.stata-journal.com/article.html?article=st0030_3
Eric de Souza
College of Europe
Brugge (Bruges), Belgium
http://www.coleurope.eu
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of xueliansharon
Sent: 29 April 2011 17:24
To: [email protected]
Subject: st: Stock-Yogo critical values for 5 endogenous variables
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
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