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- econometrics - What is the difference between two stage least squares . . .
I'm doing independent study and I am having trouble understanding the difference between these two estimators I get that 2SLS is predicting the endogenous variable, and that instrumental variable
- econometrics - Proof of invertibility in 2sls identification . . .
Proof of invertibility in 2sls identification Ask Question Asked 1 year, 1 month ago Modified 1 year, 1 month ago
- Is 2SLS asymptotically MLE? - economics. stackexchange. com
Thus, the 2SLS estimator attains the same asymptotic variance matrix as the MLE estimator With this, I want to say "2SLS is asymptotically equivalent to MLE" Am I overlooking something? It doesn't feel right because MLE makes the stronger assumption of normality It feels like with that additional assumption there should be an efficiency gain
- reference request - Using dependent variables and exogenous variables . . .
In the literature, as well as in software packages (ivreg in STATA), I find that it is quite common to add dependent variable's as well as lagged exogenous variables as intruments in the first stage of 2SLS (to capture exogenous variation of the endogenous variable)
- Why are my 2SLS estimates much larger than my OLS estimates?
When performing IV regression, it is often taken as a sign of unbiasedness if the IV estimates are similar to the OLS estimates of the same model My question is: If the estimates are very differ
- econometrics - When doing 2SLS, can you use OLS if the dependant . . .
These are all estimated using regular 2SLS, which involves OLS, and I thought that would not be appropriate? The second stage uses different dependent variables which are usually continuous, but the first stage is always OLS with a dependent variable dummy
- Difference-in-differences in 2SLS regression - Economics Stack Exchange
Difference-in-differences in 2SLS regression Ask Question Asked 11 years, 2 months ago Modified 6 years, 4 months ago
- Why are the same set of controls used for both OLS and 2SLS?
Unless you are trying to challenge yourself for fun or doing it as a practice exercise for students it does not make sense Second, actually 2SLS still has bias - the advantage of 2SLS is that bias decreases as strength of the instrument increases, so with good instruments 2SLS is better than OLS in terms of bias
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