Hi, yet another TSLS question from me I'm afraid...
The TSLS command also prints the Hausman and Sargan tests, so far so good.
Then after that *sometimes* it also prints the value of the F-statistic
in the first-stage regression, giving a rule of thumb for weak
instruments. But it doesn't do that every time, and I fail to see the
rule when does it print this information and when does it not. Could
somebody please explain?
Also, I don't see any remark in the output on whether I used a HAC
covariance matrix estimator or not. (This actually also seems to apply
to plain OLS, was this the case already in earlier versions? All this is
with 1.7.0 on windows.)
Thanks,
Sven