Kleiberg-Paap test for under identification

(Anderson Canon. correlation LM statistic)

H0: Model is under-identified. Rejection of H0 implies that the model is well identified.

Weak instrument test

(Cragg-Donald Wald F statistic)

H0: Weakly identified. Rejection of H0 & t statistic >10 (= rule of the thumb) implies that the model is not weak.

Sargan-Hansen J statistic

Test if instruments are uncorrelated with error term. Rejection of H0: instruments are invalid.