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To Calculate the J-Statistic You Regress the A R2R ^ { 2 }

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To calculate the J-statistic you regress the a. squared values of the TSLS residuals on all exogenous variables and the instruments. The statistic is then the number of observations times the regression R2R ^ { 2 }
b. TSLS residuals on all exogenous variables and the instruments. You then multiply the homoskedasticity-only FF -statistic from that regression by the number of instruments.
c. OLS residuals from the reduced form on the instruments. The FF -statistic from this regression is the JJ -statistic.
d. TSLS residuals on all exogenous variables and the instruments. You then multiply the heteroskedasticity-robust FF -statistic from that regression by the number of instruments.


Definitions:

Social Control

Mechanisms, strategies, and institutions society employs to regulate individual behavior, maintaining order and conformity.

Mobilization

The process of assembling and organizing resources or people for action or deployment.

Resource Mobilization Theory

A theory in social movements that emphasizes the importance of resources, such as money, labor, and materials, for the success of social movements.

New Social Movement Theory

A sociological theory that explains the emergence, dynamics, and impacts of social movements that focus on identity, quality of life, and human rights rather than economic concerns.

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