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In 2SLS,how Should the Strength of an Instrument Be Measured

Question 6

Multiple Choice

In 2SLS,how should the strength of an instrument be measured?


A) an F-test on the first stage regression equation
B) the p-value of the instrument's coefficient in the second stage regression
C) the R2 in the first stage regression equation
D) an F-test on the second stage regression equation

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