Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: clarification on interpreting Stock&Yogo- maximal IV "size"


From   "Nirina F" <fstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: clarification on interpreting Stock&Yogo- maximal IV "size"
Date   Tue, 25 Sep 2007 07:37:16 -0400

Dear all,

Yes, I read
  Stock, J.H. and Yogo, M.  2005. " Testing for Weak Instruments in
Linear IV Regression"

but I still don't understand how do I interpret the critical values of
 the Stock&Yogo- maximal IV size when using ivreg2.

I think I compare the critical values from  x%maximal IV relative bias
with the Cragg-Donald stat to test for weak instruments but the
critical values for the size with what and what it means?

Thanks a lot in advance


Nirina
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index