Hello, I am trying to apply 2SLS and obtaining a very high value for the First Stage F-Statistics (Kleibergen-Paap rk Wald F statistic: 895.431). Is there any issue with this? Additionally, what is the range of values for this statistic?
Thanks
Underidentification test (Kleibergen-Paap rk LM statistic): 7.617
Chi-sq(1) P-val = 0.0058
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic): 1.2e+04
(Kleibergen-Paap rk Wald F statistic): 895.431
Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38
15% maximal IV size 8.96
20% maximal IV size 6.66
25% maximal IV size 5.53
Related Posts with 2SLS F-Statistics
Questions about two-wayHi I need to customize my graph that is plotted by twoway scatter as follows: 1-drawing a diagonal l…
Are the missing values being coded as zero?Hi all, I have data on certain variables for four rounds. Following are the number of observations …
How to count the individual digits in a string numberHi, I have survey data. Both the variables a7 and a8 are survey variables having multiple options c…
Difference-in-differences: regress or teffects?Dear Statalist users, I have been working on trying to find whether there has been a positive impact…
Format stata summary output table with multiple variables Code: * Example generated by -dataex-. To install: ssc install dataex clear input str6 Gender floa…
Subscribe to:
Post Comments (Atom)
0 Response to 2SLS F-Statistics
Post a Comment