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.)