Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Stock and Yogo (2002) Test for Weak Instruments
|
Minimum eigenvalue statistic = 1128.45 |
|
|
|
|
|---|---|---|---|---|
| Critical Values - H 0 :Instruments are weak | 10% | 15% | 20% | 25% |
| 2SLS Size of nominal 5% Wald test |
16.38 |
8.96 |
6.66 |
5.53 |
| LIML Size of nominal 5% Wald test | 16.38 | 8.96 | 6.66 | 5.53 |
