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1762统计中等multi partmedium

A Tiny First Stage Is a Weak-Instrument Warning

题目

Two candidate rollouts have the same reduced-form impact on PnL: E[Y∣Z=1]−E[Y∣Z=0]=0.02.E[Y\mid Z=1]-E[Y\mid Z=0]=0.02. For rollout A, the first stage is 0.200.20; for rollout B, the first stage is 0.010.01.

Which rollout creates the weaker IV design, and why?

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