Oct 26, 2016 · Generally 2SLS is referred to as IV estimation for models with more than one instrument and with only one endogenous explanatory variable. You can also use two stage …

Mar 30, 2020 · 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 …

Jan 29, 2025 · The question of whether $\hat {\beta}$ is consistent for $\beta$ is ( in regular OLS, it is. not sure about 2SLS ) a different issue that should probably be asked in a separate question.

Jul 16, 2022 · There is an ambiguity in your use of the verb "to instrument". If you mean regressing the endogenous variable on the exogenous variables in a first stage, and using …

Oct 18, 2020 · I am seeking to understand what it means for my 2SLS IV model if my controls are correlated with my instrument (such that when I add additional controls to my model that are …

Feb 19, 2021 · If I want to run a 2 stage least squares (2SLS) regression with: Relationship of interest: $Y = \alpha + \beta X + \varepsilon $, where $X$ is the endogenous explanatory …

Mar 23, 2022 · 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 …

Oct 9, 2020 · I am transitioning to using the "ivregress 2sls" command in Stata for IV estimates. I've been trying to produce F-statistics to test for whether the instrument is weak. I …

Nov 13, 2020 · 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 …

Nov 11, 2019 · 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 …