0
$\begingroup$

I'd like to ask a question about the diagnostics for ivreg() objects in R. Specifically, the weak instrument test, where the following post 1 speaks about the test having the null that the instrument is weak. Is this a two-way F-test, and if so, what is the restricted model? I've read the documentation 2, and it also just says that it is "an F-test for weak instruments." If any clarification could be provided as to what this F-test is doing and how it works, it would be much appreciated.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.