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Weak Instruments: An Overview and New Techniques

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  • Austin Nichols

    (Urban Institute)

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.

Suggested Citation

  • Austin Nichols, 2006. "Weak Instruments: An Overview and New Techniques," North American Stata Users' Group Meetings 2006 3, Stata Users Group.
    • Handle: RePEc:boc:asug06:3
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    File URL: http://www.stata.com/meeting/5nasug/wiv.pdf
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    Cited by:

    1. Misraku Molla Ayalew & Zhang Xianzhi & Yidersal Dagnaw Dinberu & Demis Hailegebreal Hailu, 2020. "The Determinants of Firm’s Innovation in Africa," Journal of Industry, Competition and Trade, Springer, vol. 20(3), pages 527-567, September.
    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.
    3. Austin Nichols, 2007. "Causal inference with observational data," Stata Journal, StataCorp LP, vol. 7(4), pages 507-541, December.
    4. Christopher F Baum, 2006. "An Introduction to Modern Econometrics using Stata," Stata Press books, StataCorp LP, number imeus, March.
    5. Rigdon, Joseph & Berkowitz, Seth A. & Seligman, Hilary K. & Basu, Sanjay, 2017. "Re-evaluating associations between the Supplemental Nutrition Assistance Program participation and body mass index in the context of unmeasured confounders," Social Science & Medicine, Elsevier, vol. 192(C), pages 112-124.

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