iv_strength_check
Check instrumental variable strength and validity for causal inference. Analyze F-statistics and overidentification tests to ensure reliable econometric models.
Instructions
도구변수 강도/유효성 검정 가이드
Input Schema
TableJSON Schema
| Name | Required | Description | Default |
|---|---|---|---|
| n_instruments | Yes | 도구변수 수 | |
| first_stage_f | No | 1단계 F-통계량 | |
| overid_test | No | 과대식별 검정 필요 여부 |
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);