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| 내생적 회귀변수에 대한 도구변수(IV/2SLS) 2단계 최소제곱법× | 국소 평균 처리 효과 (LATE / CACE)× | |
|---|---|---|
| 분야 | 인과추론 | 인과추론 |
| 계열 | Regression model | Regression model |
| 기원 연도≠ | 2009 | 1994 |
| 창시자≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Imbens & Angrist (1994); Angrist, Imbens & Rubin (1996) |
| 유형≠ | Instrumental-variables regression | Instrumental-variable causal estimand |
| 원전≠ | 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 ↗ |
| 별칭≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | LATE, CACE, complier average causal effect, Yerel Ortalama Tedavi Etkisi (LATE / CACE) |
| 관련 | 5 | 5 |
| 요약≠ | 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. |
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