F-Statistics

[Olivia Emma]

Hi when doing 2SLS which of the F-Statistics we need to report as the first stage F- Statistics please

Do we have to report the Weak identification test (Cragg-Donald Wald F statistic): 346.958 as the first stage F-statistics Please

IV (2SLS) estimation -------------------- Estimates efficient for homoskedasticity only Statistics consistent for homoskedasticity only Number of obs = 98850 F( 6, 98843) = 96.55 Prob > F = 0.0000 Total (centered) SS = 24301.23671 Centered R2 = 0.0187 Total (uncentered) SS = 55801 Uncentered R2 = 0.5727 Residual SS = 23845.76757 Root MSE = .4912 ------------------------------------------------------------------------------ workedin~oth | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- morekids | -.0786855 .054109 -1.45 0.146 -.1847371 .0273661 boy1st | -.0018289 .0031312 -0.58 0.559 -.0079659 .004308 boy2nd | -.0021689 .003148 -0.69 0.491 -.0083389 .0040011 black_mother | .1178189 .008176 14.41 0.000 .1017942 .1338437 hisp_moth | -.0564035 .0128248 -4.40 0.000 -.0815397 -.0312673 othrace_moth | .0254631 .0095298 2.67 0.008 .0067851 .0441412 _cons | .5851267 .0211622 27.65 0.000 .5436496 .6266038 ------------------------------------------------------------------------------ Underidentification test (Anderson canon. corr. LM statistic): 345.769 Chi-sq(1) P-val = 0.0000 ------------------------------------------------------------------------------ Weak identification test (Cragg-Donald Wald F statistic): 346.958 Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38 15% maximal IV size 8.96 20% maximal IV size 6.66 25% maximal IV size 5.53 Source: Stock-Yogo (2005). Reproduced by permission. ------------------------------------------------------------------------------ Sargan statistic (overidentification test of all instruments): 0.000 (equation exactly identified) ------------------------------------------------------------------------------ Instrumented: morekids Included instruments: boy1st boy2nd black_mother hisp_moth othrace_moth Excluded instruments: samesex ------------------------------------------------------------------------------

[Dirk Enzmann]

This is no answer to your question, but as you will have noticed the output shown in your post is not readable. When copying Stata commands or output into your post, first click on the hash symbol (#) in the menu of the post editor and insert what you want to show between the two code tags (or alternatively, mark what you did copy and click on the #-symbol) to wrap you code or output with code tags.

[Olivia Emma]

thanks Dirk Enzmann No answer ?

[Olivia Emma]

This is the updated and clean output please
#
IV (2SLS) estimation -------------------- Estimates efficient for homoskedasticity only Statistics consistent for homoskedasticity only Number of obs = 98850 F( 6, 98843) = 96.55 Prob > F = 0.0000 Total (centered) SS = 24301.23671 Centered R2 = 0.0187 Total (uncentered) SS = 55801 Uncentered R2 = 0.5727 Residual SS = 23845.76757 Root MSE = .4912 ------------------------------------------------------------------------------ workedin~oth | Coef. Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- morekids | -.0786855 .054109 -1.45 0.146 -.1847371 .0273661 boy1st | -.0018289 .0031312 -0.58 0.559 -.0079659 .004308 boy2nd | -.0021689 .003148 -0.69 0.491 -.0083389 .0040011 black_mother | .1178189 .008176 14.41 0.000 .1017942 .1338437 hisp_moth | -.0564035 .0128248 -4.40 0.000 -.0815397 -.0312673 othrace_moth | .0254631 .0095298 2.67 0.008 .0067851 .0441412 _cons | .5851267 .0211622 27.65 0.000 .5436496 .6266038 ------------------------------------------------------------------------------ Underidentification test (Anderson canon. corr. LM statistic): 345.769 Chi-sq(1) P-val = 0.0000 ------------------------------------------------------------------------------ Weak identification test (Cragg-Donald Wald F statistic): 346.958 Stock-Yogo weak ID test critical values: 10% maximal IV size 16.38 15% maximal IV size 8.96 20% maximal IV size 6.66 25% maximal IV size 5.53 Source: Stock-Yogo (2005). Reproduced by permission. ------------------------------------------------------------------------------ Sargan statistic (overidentification test of all instruments): 0.000 (equation exactly identified) ------------------------------------------------------------------------------ Instrumented: morekids Included instruments: boy1st boy2nd black_mother hisp_moth othrace_moth Excluded instruments: samesex ------------------------------------------------------------------------------ #

[Dirk Enzmann]

I can help you to make your post readable (it still is not) and hopefully someone else will then answer your question.

You simply inclosed Stata output (I assume it is) between hash characters (#), but not between code tags. You should click on the symbol showing a hash character. If this symbol is not shown in the editor where you type in your post, you can click on the "button" (symbol) showing the letter A (top right of the small editor window). This will toggle to the advanced version of the editor (or back to the simple version). In the advanced version several symbols appear. Clicking on the one showing the #-sign (somewhere to the right), so called code tags will appear in the text you are typing. You should insert text showing Stata commands or output between these code tags. Alternatively, you can select the text you want to have wrapped with code tags and subsequently click on this #-symbol of the advanced editor.

If you want to know how your post actually will look like from the perspective of the reader, you can click on "Preview" (below the small editor window to the right, next to "Post Reply"). If you want to correct something, you can switch back to the edit mode by clicking on "close" in the window that shows you how your post will look like.

I hope that helps.