Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Variables Instrumentales mediante Mínimos Cuadrados en Dos Etapas (IV/2SLS)× | Regresión por Mínimos Cuadrados Ordinarios (MCO)× | |
|---|---|---|
| Campo≠ | Inferencia causal | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 2009 | 2019 |
| Autor original≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Wooldridge (textbook treatment); classical least squares |
| Tipo≠ | Instrumental-variables regression | Linear regression |
| Fuente seminal≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 |
| Alias≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu |
| Relacionados | 5 | 5 |
| Resumen≠ | 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). | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). |
| ScholarGateConjunto de datos ↗ |
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