Instrumental Variables

Instrumental Variables: Files

• Lecture: Instrumental Variables.pdf
• Stata program: Instrumental Variables.do
• Data files: mroz.dta
• R script: Instrumental Variables.R
• Data files: mroz.csv

Instrumental Variables: Lecture Topics

• Endogeneity problem
• Instrumental variables
• IV estimation
• 2SLS estimation
• Testing for endogeneity

Instrumental Variables in Stata/R: Topics

• IV estimation
• 2SLS (two stage least squares)
• Testing for endogeneity