[Gretl-users] Cragg - Donald statistic in loop
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
Attachments:
- attachment.htm (text/html — 868 bytes)