Search found 3 matches
- Sat Feb 11, 2012 8:57 pm
- Forum: Estimation
- Topic: interpreting IV diagnostics and tests
- Replies: 5
- Views: 11977
Re: interpreting IV diagnostics and tests
Hi, Kindly help me out as to how to interpret results for GMM. I got the following results: for instrument orthogonality test: Difference in J-stats -1.33E-15 0 NA: i do not understand why df is zero for endogeneity test: Difference in J-stats 0.003204 1 0.9549: what is null hypothesis in it... Weak...
- Fri Nov 04, 2011 12:16 pm
- Forum: Econometric Discussions
- Topic: Cragg Donald
- Replies: 1
- Views: 2965
Re: Cragg Donald
Hello dear.... same problem as yours.. if you know the answer now then kindly reply
- Wed Nov 02, 2011 7:48 pm
- Forum: Econometric Discussions
- Topic: GMM: Weak Instrument
- Replies: 0
- Views: 1961
GMM: Weak Instrument
Dear All, Kindly help me out as to how to interpret results for Weak Instrumental Diagnostics" in GMM. I got the following results: Weak Instrument Diagnostics Cragg-Donald F-statistic: 0.651814 Stock-Yugo bias critical values not available for models with less than 3 instruments. Stock-Yugo cr...