Metodebevisregister

2SLS Regression

Two-Stage Least Squares is a two-step instrumental-variables estimator that addresses endogeneity, the situation where a regressor is correlated with the error term. In the first stage the endogenous regressor is predicted from instrumental variables, and in the second stage the structural equation is estimated using those predictions. It is a central tool in applied econometrics, developed in textbook treatments such as Angrist and Pischke (2009).

Sources recorded, not reviewed

Kilderegister

Siteringer kopiert ordrett fra metodens kilderegister. Ingen påstandsnivåverifisering er underforstått fra dem.

Two-Stage Least Squares (Instrumental Variables) Regression

Taksonomisk metoderegister · regression-model / econometrics

Angrist, J. D., & Pischke, J.-S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. · ISBN 978-0691120355

Åpne full metode

Kuraterte påstander

Påstander lagret i bevishovedboken, hver med sin egen vurdering.

Ingen kuraterte påstander ennå

Denne visningen finner ikke opp en påstandsvurdering når hovedboken ikke har noen.

Relaterte metoder

Generert fra metodegrafen og vist som maskinforslåtte relasjoner – ingen bevispåstand er underforstått.

Same method familyGMM Estimationmachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Fixed Effectsmachine-suggested · Relational suggestion, not evidence.Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyTobit Modelmachine-suggested · Relational suggestion, not evidence.