It would be helpful to have an option or a function to calculate weak-instrument robust confidence intervals in iv_robust, in particular Anderson-Rubin confidence intervals or inverted critical likelihood ratio tests. Equivalent stata commands are described here:
https://www.stata.com/meeting/5nasug/wiv.pdf
Several R packages do this, but I have only found ones that work with ivreg models.
It would be helpful to have an option or a function to calculate weak-instrument robust confidence intervals in iv_robust, in particular Anderson-Rubin confidence intervals or inverted critical likelihood ratio tests. Equivalent stata commands are described here: https://www.stata.com/meeting/5nasug/wiv.pdf
Several R packages do this, but I have only found ones that work with ivreg models.