Hi,
So im replicating a paper and they have used 3 main food prices as their instrumental variable. There is another paper from a good journal who also replicated the same paper used 12 food prices as their IV as their 3 food prices was appearing to be a weak IV (f test)
Now i have tried various of combinations of food prices and its interaction terms, all makes the F stat<10 hence weak IV.
is there a stata command or somthing that picks the combo of strong instruments?
So im replicating a paper and they have used 3 main food prices as their instrumental variable. There is another paper from a good journal who also replicated the same paper used 12 food prices as their IV as their 3 food prices was appearing to be a weak IV (f test)
Now i have tried various of combinations of food prices and its interaction terms, all makes the F stat<10 hence weak IV.
is there a stata command or somthing that picks the combo of strong instruments?
