求助各位老师，如果在弱工具变量检验中Kleibergen-Paap rk Wald F统计量和Cragg-Donald Wald F统计量都大于Stock-Yogo test的10%临界值，但是二者小于10，还能表明工具变量通过了弱工具变量检验吗？回归结果附后，感谢各位老师！------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic): 9.105
(Kleibergen-Paap rk Wald F statistic): 8.691
Stock-Yogo weak ID test critical values: 10% maximal IV size 7.03
15% maximal IV size 4.58
20% maximal IV size 3.95
25% maximal IV size 3.63
Source: Stock-Yogo (2005). Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.
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First-stage regression summary statistics
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| Adjusted Partial Robust
Variable | R-sq. R-sq. R-sq. F(2,12647) Prob > F
-------------+------------------------------------------------------------
lnbigdata | 0.1016 0.0999 0.0015 8.60091 0.0002
lnbigdata2 | 0.0621 0.0603 0.0019 7.53281 0.0005
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Shea's partial R-squared
--------------------------------------------------
| Shea's Shea's
Variable | partial R-sq. adj. partial R-sq.
-------------+------------------------------------
lnbigdata | 0.0027 0.0008
lnbigdata2 | 0.0036 0.0016
--------------------------------------------------
Minimum eigenvalue statistic = 9.1046
Critical Values # of endogenous regressors: 2
H0: Instruments are weak # of excluded instruments: 2
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| 5% 10% 20% 30%
2SLS relative bias | (not available)
-----------------------------------+---------------------------------
| 10% 15% 20% 25%
2SLS size of nominal 5% Wald test | 7.03 4.58 3.95 3.63
LIML size of nominal 5% Wald test | 7.03 4.58 3.95 3.63
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