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| 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-- View this message in context: http://statalist.1588530.n2.nabble.com/Stock-Yogo-critical-values-for-5-endogenous-variables-tp6317292p6317292.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/