Okay, running -tsls- 'works' on my data and produces the post-estimation tests which allows me . Thanks for your assistance on this.

I do have a conceptual question about assessing and selecting suitable instruments, however. When assessing them in running OLS models, I'm often finding that at least one of them shows up as significant, but if my reading of IV is right, a 'suitable' instrument cannot have its own independent effect on the response, only via its correlation with the endogenous variable. Correct? Otherwise, I'm left with just one variable which passes, but which doesn't quite make F > 10 on the weak IV test and no Sargan calculation (tough, you may say).

On 13 November 2013 08:01, Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it> wrote:
On Tue, 12 Nov 2013, Clive Nicholas wrote:

What version of gretl is this? (That p-value means "NA", as it obviously
has to be if the F-statistic is numerically negative, but I thought we'd
purged all cases of printing NA as if it were a number.)

v1.9.12. I'm not able to build the latest version of -gretl- on my Linux
machine (you may remember the fun and games that ensued last time I tried
this earlier this year), so I use the latest version that's made available
from the repository.

That is strange. IIRC, you're unning Kubntum and the build process is now (relatively) streamlined on deb-based distros. Could you please post the details so we can sort your issue out?

What details do you need? I'm rather scratchy on the technical details now.
Clive Nicholas

"My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson