[Gretl-users] Weak Instrument test with TSLS

Dear All,              I'm applying the TSLS estimation method. In a regression with just one endogenous regressor, the output  shows an F-test(Weak Instrument test) for the First Stage regression. Meanwhile, when I perform a similar regression with more than two endogenous regressors, the output reveals an F-test statistics without any information on whether it is that for the Weak Instrument test at First stage regression. I hope someone must have come accross this in the past. The concern is to know how to interprete this F-stats in the TSLS with more than two endogenous regressors. Do I inteprete it as the weak instrument test or the second stage F-stats?             Thanks             _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users