F test of excluded instruments:
F( 1, 7170) = 10671.85
Prob > F = 0.0000
Sanderson-Windmeijer multivariate F test of excluded instruments:
F( 1, 7170) = 10671.85
Prob > F = 0.0000
Weak identification test (Cragg-Donald Wald F statistic): 1.4e+04
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.
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