I'm trying to test the strength of my instruments, but not sure how to
interpret the Cragg-Donald IV values. I implemented ivreg2, and
received the following output:
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
I'm not sure what I should be comparing these values to and how I can
use the "main output" to find the Cragg-Donald F statistic, which is
what stata advised.
Thanks,
Karan
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