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. |