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 _______________________________________________ Gretl-users mailing list --gretl-users(a)gretlml.univpm.it To unsubscribe send an email togretl-users-leave(a)gretlml.univpm.it Website:https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/