Two Stage Least Squares - an introduction

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  • Опубликовано: 12 янв 2025

Комментарии • 30

  • @MrThefonzzi
    @MrThefonzzi 10 лет назад +20

    You may have saved me, academically.
    Everyone in my course uses your videos, btw ;)
    Thanks!

    • @maximodrake2768
      @maximodrake2768 3 года назад

      i know Im asking the wrong place but does someone know a tool to log back into an instagram account?
      I was dumb lost the login password. I appreciate any tricks you can offer me

    • @treybrayden1622
      @treybrayden1622 3 года назад

      @Maximo Drake Instablaster :)

    • @maximodrake2768
      @maximodrake2768 3 года назад

      @Trey Brayden I really appreciate your reply. I got to the site through google and im trying it out now.
      Seems to take quite some time so I will get back to you later with my results.

    • @maximodrake2768
      @maximodrake2768 3 года назад

      @Trey Brayden it worked and I now got access to my account again. I am so happy:D
      Thanks so much, you really help me out !

    • @treybrayden1622
      @treybrayden1622 3 года назад

      @Maximo Drake Happy to help :)

  • @flavianepomuceno7465
    @flavianepomuceno7465 4 года назад +4

    Thank you very much, Ben! You helped me a lot. Very objective and clear. I will love to see more of your videos.

  • @rafaelkovashikawa2711
    @rafaelkovashikawa2711 10 месяцев назад +1

    almost 3 years after graduation here i meet again my old friend ben...

  • @remcomeijer1842
    @remcomeijer1842 7 лет назад +2

    You are the best mr. Lambert!

  • @johannes469
    @johannes469 3 года назад +1

    This is incredibly helpful in understanding this topic!

  • @mmad29
    @mmad29 9 лет назад +21

    Hi, I got a bit confused, could you explain why we include z1 in the first stage regression? Why do we regress x^ also on the other covariates in the initial model and not only on the instruments for it?

    • @SpartacanUsuals
      @SpartacanUsuals  9 лет назад +12

      mmad29 Good question. The answer I have for this isn't particularly illuminating, so forgive me. It just so happens in Monte Carlo studies that the performance of the estimator is better if this is done. Hope that helps. Best, Ben

    • @mmad29
      @mmad29 9 лет назад

      Ben Lambert
      Ok, thanks for your fast reply!

    • @88kamikazejoe
      @88kamikazejoe 9 лет назад +2

      +Ben Lambert
      It is necessary to include all exogenous variables (2st) also in your first stage regression, to get an unbiased estimator (even if the variance may increase). You assume that E[z3 e] =0, but we don't know that, therefore it is not necessarily a consistent estimator. Stata is doing that alwyays by default.

  • @emmq6630
    @emmq6630 Год назад

    ben lambett my man!!!! helping me out again and again it dont stop. moscow17 or zone 2? haha good shit

  • @AhmedThahir2002
    @AhmedThahir2002 Месяц назад

    For the first stage
    - Can we use a non parametric model?
    - or should we only use OLS?

  • @gabrielwong1991
    @gabrielwong1991 10 лет назад +4

    Ben will you ever do this video in matrix form? I get the idea now but just cant get my head round in matrix form!

  • @MrEnjoyBeats
    @MrEnjoyBeats 9 лет назад +1

    Hello, I have a regression equation and I'm supposed to check that there's no causality from the Y to the independent variables (X). I used the lagged variables from the X's as instrument variables in the 2SLS-option in a program called Eviews. I got a negative value for R-squared. How do I interpret that?

  • @mrsahmad8406
    @mrsahmad8406 4 года назад

    How and when two stage least square is preferred over ordinary least squre

  • @poojasrivastava1513
    @poojasrivastava1513 10 месяцев назад

    You are best ❤.

  • @angelamilton5134
    @angelamilton5134 3 года назад

    Still waiting for someone to use this least squares on a problem question

  • @MAHANTING
    @MAHANTING 10 лет назад

    really thankful!!

  • @liketheduck
    @liketheduck 10 лет назад

    I appreciate the high def. But the writing is still blurry when full screen, even with the highest def available.

    • @lastua8562
      @lastua8562 4 года назад

      must be your eyes :)

  • @yunpengdeng9270
    @yunpengdeng9270 8 лет назад

    what's the definition of over identification

    • @GarimaGupta
      @GarimaGupta 4 года назад

      Where we can obtain more than one numerical value of the estimates.

  • @rauf1001
    @rauf1001 2 года назад

    im sorry ben x

  • @JamesMantis
    @JamesMantis 8 лет назад

    wouldnt it be two "stages"? why is it two stage

  • @jeffreyanderson5333
    @jeffreyanderson5333 4 года назад

    I love you. Will you marry me? just kidding, because I really love your videos. You made my life much easier.