[Gretl-users] question about TSLS output

[Sven Schreiber]

Hi, yet another TSLS question from me I'm afraid...

The TSLS command also prints the Hausman and Sargan tests, so far so good.

Then after that *sometimes* it also prints the value of the F-statistic 
in the first-stage regression, giving a rule of thumb for weak 
instruments. But it doesn't do that every time, and I fail to see the 
rule when does it print this information and when does it not. Could 
somebody please explain?

Also, I don't see any remark in the output on whether I used a HAC 
covariance matrix estimator or not. (This actually also seems to apply 
to plain OLS, was this the case already in earlier versions? All this is 
with 1.7.0 on windows.)

Thanks,
Sven