Pflueger, Carolin E.; Wang, Su - In: Stata Journal 15 (2015) 1, pp. 216-225
We introduce a routine, weakivtest, that implements the test for weak instruments by Montiel Olea and Pflueger (2013 …, Journal of Business and Economic Statistics 31: 358–369). weakivtest allows for errors that are not conditionally … postestimation command estat firststage. weakivtest tests the null hypothesis that instruments are weak or that the estimator’s Nagar …