J-stat and F-stat in 2SLS
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J-stat and F-stat in 2SLS
I have 6 instruments in my 2SLS model; #observations=56. The F-stat= 52.6, J-stat=8.0. In various texts and articles, it is shown that J = k*F, where k=the number of instruments. Am I misinterpreting the statistics?
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: J-stat and F-stat in 2SLS
Read carefully articles that say it is F*m.
Be sure you understand which F
Be sure you understand which F
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