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st: Stock-Yogo critical values for 5 endogenous variables


From   xueliansharon <xuelianstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Stock-Yogo critical values for 5 endogenous variables
Date   Fri, 29 Apr 2011 08:24:21 -0700 (PDT)

Dear listservers,

I want to estimate a linear model with 5 endogenous variables, I have 10 IVs
in hand, but when I use ivreg2, it just reports Cragg-Donald Wald F
statistic as 1.250, and doesn't report the Stock-Yogo critical values, then
how can I see whether my instruments are weak instruments?

Your response is greatly appreciated.

Regards,
Sharon--
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