如题,请问弱工具变量检验有没有通过。
感谢!!!
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结果如下:
Cragg-Donald F statistic (weak identification test): 4.207
Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38
15% maximal IV size 8.96
20% maximal IV size 6.66
25% maximal IV size 5.53
Test statistic(s) not robust
Source: Stock-Yogo (2005). Reproduced by permission.