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| Εκτιμητές Μεταβλητών-Εργαλείων μέσω Ελαχίστων Τετραγώνων Δύο Σταδίων (IV/2SLS)× | Τοπική Μέση Επίδραση Θεραπείας (LATE / CACE)× | |
|---|---|---|
| Πεδίο | Αιτιακή Συμπερασματολογία | Αιτιακή Συμπερασματολογία |
| Οικογένεια | Regression model | Regression model |
| Έτος προέλευσης≠ | 2009 | 1994 |
| Δημιουργός≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Imbens & Angrist (1994); Angrist, Imbens & Rubin (1996) |
| Τύπος≠ | Instrumental-variables regression | Instrumental-variable causal estimand |
| Θεμελιώδης πηγή≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Imbens, G. W., & Angrist, J. D. (1994). Identification and Estimation of Local Average Treatment Effects. Econometrica, 62(2), 467-475. DOI ↗ |
| Εναλλακτικές ονομασίες≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | LATE, CACE, complier average causal effect, Yerel Ortalama Tedavi Etkisi (LATE / CACE) |
| Συναφείς | 5 | 5 |
| Σύνοψη≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | The Local Average Treatment Effect is an instrumental-variable estimand, introduced by Imbens and Angrist (1994) and formalised with Rubin (1996), that recovers the average treatment effect for the subpopulation of compliers — units whose treatment status is actually moved by the instrument. It is closely tied to compliance analysis. |
| ScholarGateΣύνολο δεδομένων ↗ |
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