各位老师好,想问下用xtivreg2这个命令得出来的这个结果应该怎么看呢,谢谢大家!
Weak-instrument-robust inference
Tests of joint significance of endogenous regressors B1 in main equation
Ho: B1=0 and orthogonality conditions are valid
Anderson-Rubin Wald test           F(1,3044)=      6.38     P-val=0.0116
Anderson-Rubin Wald test           Chi-sq(1)=      6.39     P-val=0.0115
Stock-Wright LM S statistic        Chi-sq(1)=      6.42     P-val=0.0113