After Ivreg2 , i need to run the weak instrument test by weakivtest .
My question :
Can I refer only to the TSLS critical values and therefore reject the H0 hypothesis?
. weakivtest ,
(obs=665)
Montiel-Pflueger robust weak instrument test
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Effective F statistic: 6.676
Confidence level alpha: 5%
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Critical Values TSLS LIML
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% of Worst Case Bias
tau=5% 2.996 19.294
tau=10% 2.996 12.172
tau=20% 2.996 8.192
tau=30% 2.996 6.712
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0 Response to weakivtest (TSLS versus LIML critical values )
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