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Weak Instruments

An instrument is "weak" when it is only slightly correlated with the endogenous variable. Formally, the concentration parameter (a function of the first-stage coefficients and the covariance structure) is small. Under weak instruments:

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Provenance

Project
e2er bundled skills
Maintained by
e2er authors
Licence
MIT
Source file
bhanneke/E2ER-project/blob/v0.16.1/skills/files/causal-inference/weak-instruments.md
Identifier
e2er/causal-inference/weak-instruments

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Persistent identifiers planned
@software{e2erauthors2026weakinstruments,
  title   = {Weak Instruments},
  author  = {e2er authors},
  year    = {2026},
  note    = {e2er skill. Persistent identifier planned},
  url     = {https://github.com/bhanneke/E2ER-project/blob/v0.16.1/skills/files/causal-inference/weak-instruments.md}
}
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Description

Data model
Discipline
Economics
Method family
Empirical (quantitative)
Design
Instrumental variables
Research stage
Research design
Authors
e2er authors (Software, Methodology)
Usage
not used in published research yet · Examples: 1 example template
Source
e2er repository · skills/files · @d8fd8ab
Record
skill:e2er/causal-inference/weak-instruments · JSON

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causal-inferenceMIT

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