A Robust Test for Weak Instruments in Stata, with Su Wang (2015)

The Stata module WEAKIVTEST implements the weak instrument test of Montiel Olea and Pflueger (Journal of Business and Economic Statistics, 2013) that is robust to heteroskedasticity, serial correlation, and clustering. This module should be installed from within Stata by typing "ssc install weakivtest".

Note: This module was previously circulated as IVROBUST.