悬赏 15 个论坛币 未解决
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Underidentification test (Kleibergen-Paap rk LM statistic): 6.908
Chi-sq(1) P-val = 0.0086
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Weak identification test (Cragg-Donald Wald F statistic): 3.872
(Kleibergen-Paap rk Wald F statistic): 2.892
Stock-Yogo weak ID test critical values: <not available>
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Hansen J statistic (overidentification test of all instruments): 0.000
(equation exactly identified)
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Instrumented: lninvestment1_winsor2 lnEPU ZEZI
Included instruments: TI1_winsor2 lntechlabour_winsor2 IS1_winsor2 FDI1_winsor2
UR1_winsor2
Excluded instruments: L.lninvestment1_winsor2 L3.lnEPU SDIZEZI
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其中 Weak identification test (弱工具变量检验) 中 为什么显示是<not available>??? 模型中含有交互项