xtivreg2这一命令不能同时汇报三大检验的结果汇报结果中的Sargan statistic检验用来检验工具变量的外生性汇报结果中的endogeneity test是内生性检验汇报结果中的weak identification test用来检验工具变量是否为弱工具变量相关知识点: 试题来源: 解析 xtivreg2这一命令不能同时汇报三大检验的结果 反馈 收藏
:13.786(Kleibergen-Paap rk Wald F statistic):12.167Stock-Yogo weak ID test critical values:5% maximal IV relative bias16.8510% maximal IV relative bias10.2720% maximal IV relative bias6.7130% maximal IV relative bias5.3410% maximal IV size24.5815% maximal IV size13.9620% maximal IV size10.2625% ma...
p（J-statistic）是否就是p(sar…不太清楚你用的是什么软件。不过一般来说，J-statistics 就是Sargan ...
difficulty in explaining GMM sargan overid > To: statalist@hsphsun2.harvard.edu > Date: Thursday, 24 June, 2010, 10:52 > Sorry, just a quick add to my > previous post: > > "too large" means that the Sargan test statistic tends to > get "weaker" if > there are many instruments ...
Is that to say that the test statistic reported under 'Sargan test of overid. restrictions' is the hansen test from the twostep estimates? And if that is the case what is reported under 'Hansen test of overid. restriction'? I am sorry if I am bothering you with an 'obvious' question....
A separability result is given that simplifies the Sargan-Hansen test statistic in most cases. The Sargan-Hansen test is then extended to the imprecise scenario with (estimated) external sets using stochastically ordered credal sets. Furthermore, an exact small sample version is derived for ...