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Found 4 papers, 1 papers with code
The Robust F-Statistic as a Test for Weak Instruments
Montiel Olea and Pflueger (2013) proposed the effective F-statistic as a test for weak instruments in terms of the Nagar bias of the two-stage least squares (2SLS) estimator relative to a benchmark worst-case bias.
The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
We propose a generalized FAS that reflects the model uncertainty when some instruments violate the exclusion assumption and/or some instruments violate the conditional exogeneity assumption.
Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals
However, it is shown here that large values of the robust F-statistic do imply that there is first-stage information, but this may not be utilized well by the 2SLS estimator, or the standard GMM estimator.
On the instrumental variable estimation with many weak and invalid instruments
We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity.
