Quantcast

Stock-Yogo critical values for 5 endogenous variables

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|  
Report Content as Inappropriate

Stock-Yogo critical values for 5 endogenous variables

xueliansharon
This post has NOT been accepted by the mailing list yet.
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
Loading...