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st: RE: Kleibergen-Paap statistics


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Kleibergen-Paap statistics
Date   Sun, 6 Dec 2009 23:12:07 -0000

Sara,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> sara borelli
> Sent: 06 December 2009 21:58
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Kleibergen-Paap statistics
> 
> Dear Members,
> 
> I have a question about Kleibergen-Paap statistic; of   
> This statistics is not supported by my current version of stata.
> Is the K-B statistics equivalent to the 
> heteroskedasiticity-robust F statistic in the case of a 
> single endogenous regressor?

That's right, thought it's a little more general than that - the K-P
statistic has het-robust, cluster-robust, HAC, etc. versions.

Cheers,
Mark

> Thank you
> Sara
> 
> 
> 
>       
> 
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