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 critical values (size):
10% 19.93
15% 11.59
20% 8.75
25% 7.25
Moment selection criteria:
SIC-based: -1.083516
HQIC-based: -0.077758
Relevant MSC: -2.222072
GMM: Weak Instrument
Moderators: EViews Gareth, EViews Moderator
Return to “Econometric Discussions”
Who is online
Users browsing this forum: No registered users and 2 guests
