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st: RE: Kleibergen-Paap statistics
Sara,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> sara borelli
> Sent: 06 December 2009 21:58
> To: [email protected]
> 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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