连老师:
请问如何在STATA中得到一些关于instruments 的检验统计量?他们如下:
test of excluded instruments(F-stat)
under-identification tests(Kleibergen-Paap rk LM stat 和 Kleibergen-Paap rk Wald stat)
Weak-identification test (Kleigegen-Paap Wald rk F stat)
Weak-instrument-robust inference(Anderson_Rubin Wald test: F stat
Anderson-Rubin Wald test: Chi-square stat
Stock-Wright LM S stat)
请指点相关命令.谢谢.