Hi everyone, I'm currently working with xtdpdgmm for my thesis but I'm confused how to get Kleibergen Paap F statistic test for weak instrument, can someone help me?
Here 's my code :
xtdpdgmm ROA l.DebtTA bi_3thn_out gsales size c.size#c.size c.l.DebtTA#c.bi_3thn_out if tin(2009,2019), model(diff) gmm(bi_3thn_out, lag(2 4) m(level)) gmm(ndtax tan, lag(2 2) diff m(diff)) two vce(r) nofootnote
Thankyou in advance!
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