The author presents finite sample evidence on different IV estimators available for linear models under weak instruments; explores the application of the bootstrap as a bias reduction technique to attenuate their finite sample bias; and employs three empirical applications to illustrate and provide insights into the relative performance of the estimators in practice. The author's evidence indicates that the random-effects quasi-maximum likelihood estimator outperforms alternative estimators in terms of median point estimates and coverage rates, followed by the bootstrap bias-corrected version of LIML and LIML. However, the author's results also confirm the difficulty of obtaining reliable point estimates in models with weak identification and moderate-size samples.