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F statistic 1 autocorrelation 1 clustered 1 heteroskedasticity 1 testing 1 weak instruments 1 weakivtest 1
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Pflueger, Carolin E. 1 Wang, Su 1
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Stata Journal 1
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A robust test for weak instruments in Stata
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 …
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