Dr. QuantMaster MCP Server

Instructions

Implementation Reference

• src/tools/index.ts:1429-1440 (handler)

  Handler function that implements the iv_strength_check tool logic: interprets first-stage F-statistic for instrument strength and suggests additional tests.

  function handleIvStrengthCheck(args: Record<string, unknown>) {
    const firstStageF = args.first_stage_f as number;
    return {
      first_stage_f: firstStageF,
      interpretation: firstStageF >= 10 ? "Strong instrument" : "Weak instrument concern",
      additional_tests: [
        "Stock-Yogo critical values",
        "Anderson-Rubin confidence sets (robust to weak IV)",
        "LIML estimator (less biased with weak IV)"
      ]
    };
  }

• src/tools/index.ts:293-305 (schema)

  Tool schema definition including input parameters for IV strength check (number of instruments, first-stage F, overid test flag).

  {
    name: "iv_strength_check",
    description: "도구변수 강도/유효성 검정 가이드",
    inputSchema: {
      type: "object",
      properties: {
        n_instruments: { type: "number", description: "도구변수 수" },
        first_stage_f: { type: "number", description: "1단계 F-통계량" },
        overid_test: { type: "boolean", description: "과대식별 검정 필요 여부" },
      },
      required: ["n_instruments"],
    },
  },

• src/tools/index.ts:822-823 (registration)

  Registration of the iv_strength_check handler in the main tool dispatcher switch statement.

  case "iv_strength_check":
    return handleIvStrengthCheck(args);