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  • Kleibergen-Paap rk Wald F statistic - by hand

    I had to do the IV stages by hand, due to some partialing out processes. Using acreg from SSC there is no option to display me the Kleibergen-Paap rk Wald F statistic after the regression, since I did it by hand and Stata does not know it is an IV. Is there a way that I can calculate the Kleibergen-Paap rk Wald F statistic by hand or some other way of doing this (weakiv and other post estimation commands do not work for acreg)?
    Last edited by Michael Schuster; 26 May 2022, 10:30.

  • #2
    Or maybe put a bit different: How can I test for weak instrument when I perform the IV by hand? As before, commands such as weakiv or the like do not work.

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