以下应该 报告哪一个呢?Cragg-Donald Wald F statistic 还是 Kleibergen-Paap rk Wald F statistic?
-----------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic): 668.137
(Kleibergen-Paap rk Wald F statistic): 492.560
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
Source: Stock-Yogo (2005). Reproduced by permission.
NB: Critical values are for Cragg-Donald F statistic and i.i.d. errors.