I have 3 endogenous variables in my model and I have identified 3 (or max 4) instruments. I wanted to know appropriate test for identifying whether the instruments are weak or not given that I have heteroskedaticity (cluster option is being used) in my data. I read that one should employ the Kleibergen-Paap F statistic in this case and compare with Stock and Yogo Critical values but in the case of 3 endogenous variables the table in their paper starts with a min of 5 instruments. I am confused as to which test to employ in this case. Any suggestions would be useful in this regard.
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