求教这里面有第一阶段F值吗,第一阶段F值应该看哪个呢?
estat firststage, all forcenonrobust
First-stage regression summary statistics
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| Adjusted Partial Robust
Variable | R-sq. R-sq. R-sq. F(1,41842) Prob > F
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start_busi~s | 0.0183 0.0173 0.0007 23.5023 0.0000
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Shea's partial R-squared
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| Shea's Shea's
Variable | Partial R-sq. Adj. Partial R-sq.
-------------+------------------------------------
start_busi~s | 0.0007 -0.0004
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Minimum eigenvalue statistic = 27.385
Critical Values # of endogenous regressors: 1
Ho: Instruments are weak # of excluded instruments: 1
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| 5% 10% 20% 30%
2SLS relative bias | (not available)
-----------------------------------+---------------------------------
| 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
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