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- Mon May 08, 2017 4:56 pm
- Forum: Econometric Discussions
- Topic: J-stat and F-stat in 2SLS
- Replies: 1
- Views: 2646
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?