2016年11月10日 · Don't know anything about estout, which I guess is a user-written command, but you can request F test statistics after regress by using test.. ÿ version ÿ 14.2. ÿ. ÿ clear ÿ *. ÿ set ÿ more ÿ off. ÿ. ÿ quietly ÿ sysuse ÿ auto. ÿ. ÿ regress ÿ price ÿ c.mpg ÿ i.foreign

2018年6月10日 · I am quite new on Stata and I meet some issues reading outputs of my tests. I am actually doing multiple linear regression (output below ) and I am interested in interpreting the Fisher Statistic in order to determine if my model is globally significant or not. However, I don't know how to read my results : F : 32.82 and Prob > F : 0000

2019年8月23日 · Using 2 hashtags tests not only the interaction terms (12.education#1.post, 13.eduction#1.post, and so on) but also the coefficients on education and post themselves. How should my interpretation of the results change based on whether or not these additional coefficients are included in F-test, and which is likely a better test to run? Thank you.

2020年10月29日 · Do: o Use the Montiel Olea-Pflueger (2013) effective first-stage F statistic F Eff = F N × correction factor for non-homoskedasticity o Report F Eff o Compare F Eff to MOP critical values (weakivtest.ado), or to 10. o If F Eff ≥ MOP critical value, or ≥ 10 for rule-of-thumb method, use TSLS inference; else use weak-instrument robust inference.

2020年3月12日 · The p-value of the F-stat (Cragg-Donald or Kleibergen-Paap), is, I think, not available. The F-stat is usually compared to critical value thresholds given in Stock and Yogo (2005), which are helpfully provided in the output of ivreghdfe/ivreg2, rather than reported as a …

2016年8月12日 · Variable | F( 2, 7009) P-val | SW Chi-sq( 2) P-val | SW F( 2, 7009) totex | 154.37 0.0000 | 309.17 0.0000 | 154.37 Stock-Yogo weak ID F test critical values for single endogenous regressor: 10% maximal IV size 19.93 15% maximal IV size 11.59 20% maximal IV size 8.75 25% maximal IV size 7.25 Source: Stock-Yogo (2005). Reproduced by permission ...

2016年4月16日 · I am conducting a regression model in stata to determine the impact of paternity leave on several labour market outcomes. The regression looks like: y = dummy + linear + linear + squared I would like to test for heteroskedasticity but I am unsure whether a Breusch-Pagan test or a White test would be appropriate in this case.

2022年12月4日 · Underidentification test Ho: matrix of reduced form coefficients has rank=K1-1 (underidentified) Ha: matrix has rank=K1 (identified) Anderson canon. corr. LM statistic Chi-sq(2)=52.35 P-val=0.0000 Weak identification test Ho: equation is weakly identified Cragg-Donald Wald F statistic 21.29 Stock-Yogo weak ID test critical values for K1=1 and ...

2022年3月21日 · The joint test could come up significant but that doesn't mean all 50 are significant. Incidentally, you should be careful about including junk variables in a model. If those 49 variables were included "just in case" they might be important, it could be that they will cause you to overlook the variables that really are important because the ...

2015年9月27日 · The most things are working. But know I want to do a wald test as in the picture. You see a regression with some dummy coefficients like crisis oder other. Know I want to test the difference between team and single managed funds (team dummy 1 or 0) with various combinations of the coefficients like in the first raw of wald test: crisis =1 and ...