Hello,
I am working on a revision to a manuscript where the editor asked us to report Anderson-Rubin p-values as a robustness test. When obtaining Anderson-Rubin p-values, will the standard errors also change (i.e., should my standard errors be different from the standard two-stage least squares estimates)?
I am working on a revision to a manuscript where the editor asked us to report Anderson-Rubin p-values as a robustness test. When obtaining Anderson-Rubin p-values, will the standard errors also change (i.e., should my standard errors be different from the standard two-stage least squares estimates)?
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