Search found 1 match
- Sun Feb 01, 2015 4:05 am
- Forum: Estimation
- Topic: interpreting IV diagnostics and tests
- Replies: 5
- Views: 11979
Re: interpreting IV diagnostics and tests
Dear all, Please help me with the interpretation of "Weak Instrument Diagnostic test". I know the null hypothesis is that the instruments are weak. The result is: Cragg-Donald F-stat: 0.034220 Stock-Yogo critical values (size): 10% 13.43 15% 8.18 20% 6.40 25% 5.45 Your response is apprecia...