[一般统计问题] xtivreg2结果怎么看？ [推广有奖]

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1041584953@qq.c 发表于 2018-2-12 23:20:20 |AI写论文

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各位大神，本人stata小白一枚，看了一些相关贴，实在没查明白工具变量的检验结果的判别标准是什么，这个是我的xtivreg2结果，请求各位帮忙。
请问：1，这个结果是否说明工具变量不是弱工具变量？
2，是否通过了工具变量的外生性检验？
多谢解答。

FIXED EFFECTS ESTIMATION
------------------------
Number of groups =    2618                   Obs per group: min =       2
                                                            avg =    10.5
                                                            max =       17

IV (2SLS) estimation
--------------------

Estimates efficient for homoskedasticity only
Statistics consistent for homoskedasticity only

                                                   Number of obs = 27593
                                                   F(  7, 24968) = 647.98
                                                   Prob > F    = 0.0000
Total (centered) SS    =  55291.54394             Centered R2 = 0.0375
Total (uncentered) SS =  55291.54394             Uncentered R2 = 0.0375
Residual SS          =  53218.19555             Root MSE    =    1.46

------------------------------------------------------------------------------
TOBINQ_w |    Coef. Std. Err.    z P>|z|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
   Treat |  -1.318588 .1666962 -7.91 0.000 -1.645307    -.99187
      Post |  -.1488955 .0388914 -3.83 0.000 -.2251212 -.0726698
   LEV_w |  -.0104352 .0477789 -0.22 0.827 -.1040801 .0832097
      AGE | .1285339 .0060118 21.38 0.000    .116751 .1403169
   SIZE_w |  -1.132944 .0186092 -60.88 0.000 -1.169417 -1.096471
SaleGrowth_w | .0952499 .0159047    5.99 0.000    .0640773 .1264225
   ROA_w | 2.864396 .2358703 12.14 0.000    2.402099 3.326693
------------------------------------------------------------------------------
Underidentification test (Anderson canon. corr. LM statistic):       431.493
                                                Chi-sq(1) P-val = 0.0000
------------------------------------------------------------------------------
Weak identification test (Cragg-Donald Wald F statistic):             438.956
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)
------------------------------------------------------------------------------