Hi, I am using an instrument variable approach where I have access to several valid (but many times weak instruments) to instrument for a singe endogenous variable. My question is how to think about which instruments to use, is there any good links to papers or step-by-step procedures on how to choose between instruments? I guess there will be a trade off between using multiple instrument (where their linear combination gives a good IV) and the fact that if the instruments are weak using more instrument will increase a potential bias. More specifically my questions are:
1. May I be better off just using one of the instrument or is it always better to use more (given that they are at least somewhat relevant and exogenous)?
2. What test in Stata are most useful to discriminate between the instruments?

Thank you for your help!

Best,
C