J-stat and F-stat in 2SLS

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rosita
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J-stat and F-stat in 2SLS

Postby rosita » Mon May 08, 2017 4:56 pm

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?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: J-stat and F-stat in 2SLS

Postby EViews Gareth » Mon May 08, 2017 5:16 pm

Read carefully articles that say it is F*m.
Be sure you understand which F
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