[step:Show that $F(X, 0) = X$]By the formal group axioms, $F(X, Y) \equiv X + Y \pmod{(X, Y)^2}$, so
\begin{align*}
F(X, 0) \equiv X \pmod{X^2}.
\end{align*}
Write $F(X, Y) = X + Y + \sum_{i+j \geq 2} c_{ij} X^i Y^j$. Then $F(X, 0) = X + \sum_{i \geq 2} c_{i0} X^i$. We must show $c_{i0} = 0$ for all $i \geq 2$.
The associativity axiom $F(F(X, Y), Z) = F(X, F(Y, Z))$ holds in $R[[X, Y, Z]]$. Setting $Y = Z = 0$:
\begin{align*}
F(F(X, 0), 0) = F(X, F(0, 0)) = F(X, 0),
\end{align*}
where $F(0, 0) = 0$ by the unit axiom ($F(X, Y) \equiv X + Y \pmod{(X,Y)^2}$ forces $F(0, 0) = 0$). Write $g(X) = F(X, 0)$. The equation above gives $g(g(X)) = g(X)$, i.e., $g$ is idempotent under composition. Since $g(X) \equiv X \pmod{X^2}$, the map $g$ is a formal automorphism of $R[[X]]$. An idempotent formal automorphism with $g(X) \equiv X \pmod{X^2}$ must be the identity: if $g(X) = X + a_k X^k + \cdots$ with $a_k \neq 0$ and $k \geq 2$, then $g(g(X)) = X + 2a_k X^k + \cdots$, so $g(g(X)) = g(X)$ forces $2a_k = a_k$, hence $a_k = 0$, a contradiction. Therefore $g(X) = X$, i.e., $F(X, 0) = X$.[/step]