Instrument Relevance in Multivariate Linear Models
讨论了一种衡量工具变量相关性的指标，并介绍了仅用普通最小二乘和两阶段最小二乘估计的标准结果来计算该指标的方法，最后用实证例子说明。
A measure of the relevancy of instruments used to estimate the coefficients of a linear multiple regression model is discussed. A method for computing the measure using only standard results from ordinary least squares and two-stage least squares estimation is described. The method is illustrated using an empirical example. © 1999 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology