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Weak Instruments: An Overview and New Techniques

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Author Info
Austin Nichols () (Urban Institute)

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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.

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Publisher Info
Paper provided by Stata Users Group in its series North American Stata Users' Group Meetings 2006 with number 3.

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Date of creation: 23 Jul 2006
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Handle: RePEc:boc:asug06:3

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  1. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus. [Downloadable!]
  2. Austin Nichols, 2007. "Review of An Introduction to Modern Econometrics Using Stata by Baum," Stata Journal, StataCorp LP, vol. 7(1), pages 131-136, February. [Downloadable!]
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This page was last updated on 2009-10-21.

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