Instrumentalvariable via totrins mindste kvadraters metode (IV/2SLS)
IV/2SLS er en estimeringsmetode i to trin, der genfinder den kausale effekt af en endogen forklaringsvariabel ved at isolere den del af dens variation, der drives af et eksternt instrument. Det er den mest anvendte identifikationsstrategi i moderne anvendt økonometri, udviklet i detaljer i Angrist og Pischkes Mostly Harmless Econometrics (2009).
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Method map
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Kilder
- Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355
- Stock, J. H. & Yogo, M. (2005). Testing for Weak Instruments in Linear IV Regression. In Identification and Inference for Econometric Models. Cambridge University Press. DOI: 10.1017/CBO9780511614491.006 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 1). Instrumental Variables Estimation via Two-Stage Least Squares (IV/2SLS). ScholarGate. https://scholargate.app/da/causal-inference/iv-2sls
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Dobbelt Robust Estimation (AIPW)Kausal inferens↔ compare
- Lokal gennemsnitlig behandlingseffekt (LATE / CACE)Kausal inferens↔ compare
- Almindelig mindste kvadraters metode (OLS) regressionØkonometri↔ compare
- Panel Data Fixed Effects ModelØkonometri↔ compare
- Propensity Score MatchingForskningsstatistik↔ compare
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