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
<[email protected]> 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
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