Cragg Donald
Posted: Mon Apr 25, 2011 3:53 am
Hello! I have difficulties interpreting the Cragg Donald test for weak instruments in Eviwes. I performed the test and obtained the CD F statistic of 0.67. Is this something like a p value of the test? Or do I have to compar it to the Stock and Yogo values for a certain level of significance?Thank you very much.