: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...
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 ...
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....