Instrument Tests
Underidentification | Weak Identification | Overidentification | |
---|---|---|---|
Linear second stage | Anderson LR-statistic: 53.779 | Craig-Donald Wald Fstatistic: 4.897 | Sargan statistic: 8.597 |
![]() | f0.05 = 11.51 | ![]() | |
Double-log second stage | Kleibergen-Paap rk-LR-statistic: 26.811 | Kleibergen-Paap rk Wald F-statistic: 3.170 | Hansen J-statistic: 15.235 |
![]() | f0.05 = 11.51 | ![]() |