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.


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