Weak Instruments: An Overview and New Techniques

Austin Nichols

North American Stata Users' Group Meetings 2006 from Stata Users Group

Abstract: I review existing literature on weak instruments (possibly with multiple endogenous variables), and the research in progress by Jim Stock and others. I demonstrate the use of tests for weak instruments, and present a new graphical technique for presenting coefficient estimates that allows for hypothesis testing (using Anderson-Rubin-style test statistics) in the presence of weak instruments.

Date: Written
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