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Variables Instrumentales mediante Mínimos Cuadrados en Dos Etapas (IV/2SLS)×Efecto Medio Local del Tratamiento (LATE / CACE)×
CampoInferencia causalInferencia causal
FamiliaRegression modelRegression model
Año de origen20091994
Autor originalAngrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory)Imbens & Angrist (1994); Angrist, Imbens & Rubin (1996)
TipoInstrumental-variables regressionInstrumental-variable causal estimand
Fuente seminalAngrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355Imbens, G. W., & Angrist, J. D. (1994). Identification and Estimation of Local Average Treatment Effects. Econometrica, 62(2), 467-475. DOI ↗
Aliasinstrumental variables, IV estimation, 2SLS, instrumental variable regressionLATE, CACE, complier average causal effect, Yerel Ortalama Tedavi Etkisi (LATE / CACE)
Relacionados55
ResumenIV/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.
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ScholarGateComparar métodos: Two-Stage Least Squares (2SLS) · Local Average Treatment Effect. Recuperado el 2026-06-18 de https://scholargate.app/es/compare