Posts Tagged ‘ instrumental variables ’

An ivreg2 function for R

May 3, 2012
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An ivreg2 function for R

The ivreg2 command is one of the most popular routines in Stata. The reason for this popularity is its simplicity. A one-line ivreg2 command generates not only the instrumental variable regression coefficients and their standard errors, but also a number of other statistics of interest. I have come across a number of functions in R

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Instrumental Variables without Traditional Instruments

April 14, 2012
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Instrumental Variables without Traditional Instruments

Typically, regression models in empirical economic research suffer from at least one form of endogeneity bias. The classic example is economic returns to schooling, where researchers want to know how much increased levels of education affect income. Estimation using a simple linear model, regressing income on schooling, alongside a bunch of control variables, will typically

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A Simple Instrumental Variables Problem

March 29, 2011
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A Simple Instrumental Variables Problem

When working with labor economics, we often run into issues with selection on variables of interest. Regressing earnings on years of education to estimate the human capital earnings function makes sense at first blush until we imagine that education is … Continue reading →

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