Topic: Weak-Instrument Diagnostics

Measuring Strength With Multiple Instruments

Many Instruments and First-Stage Overfitting

Inverting Anderson-Rubin Tests for Confidence Sets

Heteroskedasticity-Robust Anderson-Rubin Tests

Heteroskedasticity-Robust First-Stage Tests

Fieller Geometry for Weak-IV Confidence Sets

First-Stage Plots and Leverage Diagnostics

Deriving the Anderson-Rubin Test

Constructing Conditional Likelihood Ratio Confidence Sets

Conditional Strength With Multiple Endogenous Regressors