Our simulations also show that similar efficiency gains can be achieved using 2-sample IV estimators, where the first-stage and the reduced-form estimation are conducted using data from nonoverlapping sets of study participants. The validity of this method depends strongly on the assumption that the first-stage sample and the reduced-form sample are randomly drawn from the same population (similar to the assumption for subsample IVs, where the first-stage sample is a random sample of the reduced-form sample).
