[Gretl-users] Re: Cragg - Donald statistic in loop

Just found out that it is not possible with robust standard errors, but doable with ordinary SE. Why? Best, Andreas On Wednesday, July 9, 2025 at 03:54:08 PM GMT+2, Andreas Zervas <anzervas(a)yahoo.com&gt; wrote: Hi all,  I was running IV regressions in a loop using gretl 2024d in windows 10, and saw that while it calculates first stage F, it does not do the same with Cragg - Donald statistic. Is there a reason for it? How can we calculate it the Cragg - Donald with e.g. matrices? Is there a simple formula to do it? Best, Andreas