Instrumental-variables regression using Stata®
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- Опубликовано: 22 авг 2024
- Learn how to fit instrumental-variables models for endogenous covariates in Stata using the ivregress command.
Note that you can type db ivregress into the Command Window to open its dialog box.
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Chuck Huber, this is the most vivid explanation I've found. Good for my research.
Many thanks.
Thank you!! Had I not seen this, I wouldn't have been able to solve the singleton dummy variable problem I had when using ivreg2. You saved me!!
this was really helpful, thank you.
Great video. It explains important things and most importantly short. I could easily do my statistic homework with watching your video.
May the Lord bless you for this video!!
Thank you so much for the video! The testing part is extremely useful!
thanks for this simple explanation
what does this below notification mean?
estat overid
no overidentifying restrictions
Woooow just what I needed! Thank you!!
honestly, this vid saved my life
Thank u for you video! this will help me a lot in my upcoming econometrics course
Excellent analysis and presentation. It really helped me. Well done.
it was very helpful, tyvm
youre the man, chuck huber
Very helpful and simple to understand. Thank you!
Really helpful! Thankyou very much!
Thanks, Excellent Explanation !!!
I usually don't comment on anything, but THANK YOU!!!
thank you!
very helpful indeed. thank you so much!
Thank you for the awesome video! Could you please answer a question for me though? In my understanding, a "correctly specified" model is what we WANT in the end. Is that correct? But what happens if in practice, the p-values (for Sargan, Basmann, and Wooldridge tests) turn out to be all too small for us to not reject the null hypothesis of "correct specification?" In this case, is there any way to improve our model? Thank you again!
thank you so much. You are amazing!
Thnx. This was pretty helpful.
thanks for nice presentation. i want know if you any video regarding GMM model please upload...
So helpful. thanks a lot!!
Amazing! Thank you so much
Thanks, a lot!... It was so useful!
Thank you so much
Hi
When we run 2SLS, we need to include all Control variables too under Independent Variables field? My dependent variable is RoE. My independent variable is Carbon Emission. My control variables: Many incl bank and country specific. My IV is population density.
excellent!! thank you!!
Thank you very much! Hope you will also illustrate SUR and GMM
Thank you very much!!!
Very helpful!
what could be done differently if education was categorical?
Thanks. Helpful
Can there be made a video about the 3sls regression. It would be very helpful! Or does somebody know a site or video, in which it is explained?
Hi Thank you for the video very helpful. But you also advise what statistical test is used to compare the risk ratios in stir
But what about the fact that parents' education and wages could you correlated as well?
Thank you for the video! It is very helpful. I performed the 2sls analysis but when I ran the test for endogeneity, I found that the variables are exogenous. Does this mean I should not worry about endogeneity issues with my IVs? Thank you.
Thanks a lot
very useful
What kind of regression do you use if you want to instrument two variables with different instruments for both. Can it only be done with a 3 stages ordinary least squares? And is there a good example video about it?
why it includes union as instrumental variable as well? You just chose meducation feducation
Wondering the same question
Thank you for your video. I am doing on panel data, and using xtivreg with Random effects. So how can I test for endogeneity problem, validity of the IV...? there are postestimations for xtivreg2 but they use for FE, and FD. I can't use them with my RE
Can you guide me on how to perform the "Wooldridge Test for Strict Exogeneity"..Thanks
Hi. i have a question that how is different between 2sls and 3sls. and when we should use 3sls instead of 2sls and gmm? Thank you
When testing a variable for endogeneity how do you know what variables to put in instrumental and independent
Thanks for your introduction. However, when I added "svy" before ivregress, that's svy: ivregress, the options in Postestimation changed totally and I could not do the same estimation as you showed.
So how can I do postestimation when using svy: ivregress? Thank you.
im trying to do the same but i have dummy variables for GCSE ALEVEL and DEGREE (uk) rather than years of education. It keeps " must have at least as many instruments not in the regression as there are instrumented variables" but i only want to use mother and father years of education as you have done. Any chance you coould tell me what im doing wrong? thanks!
Hi, thanks for the very helpful video. I was wondering what the code is for the same tests (Durbin & Wu-Hausman as well as overidentification test) when you use probit instead of regress. I tried the same codes as in regress and it doesn't work. I also can't find these tests described in the helpfile of ivprobit or ivprobit_postestimation. Any help would be much appreciated. Thanks!
I WILL USE (1) Random (2) Fixed and last step i will combine fixed and random effect model. please guide me
How to use iv regression to estimate compulsory eduction regulation as IV?
Hi Sir, please guide how can we check endogeneity in panel data on Stata ?
how do you know which varbiales are exogen and which are endogen?
Hello sir,
I am Rahma, 2nd year student at the Monastir University, Mahdia, Tunisia. The problem is that my database of 30 African countries from 1980 to 2017 can not be included in the STAT program. But my writing to this next command
forvall i = 1/30 {
var var var indep if (name countries == "i" "), maximum delay (p, q, ....)
matrix list e (delay)
di
}
the message was "no obsservations" Can you give me the correct command for this data?
Thanks for the video. How would I take fixed effect in the model?
You can fit fixed-effects models with instrumental variables with the *xtivreg* command. Please type *help xtivreg* to learn more about this command.
thanks for the nice presentation...however, I am not able to run post estimation like estat endog and estat overid in STATA13...which version of STATA are you using? please help..
***** This video was done with Stata 13. Contact our Technical Services department if you are having issues with your copy of Stata. www.stata.com/support/tech-support/contact
Share link, you said it's below here
Hi, I have a message after I ran the Hausman test:
chi2 model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test
What is the problems and how can I deal with it?
Thank you.
How to save 2sls regression results using outreg2?
What if the dependent variable is binary instead of continuous?
In that case you should use a dependant variable model, such as logit, probit, cloglog or gompit, in case you need to incorporate instrumental variables, I would suggest an ivprobit regression model since iv logit is not possible.
The difference with the methodology shown here is that the first stage is estimated via probit model and not OLS, and that the coefficients obtained in the second stage are not interpretable directly so we use marginal effects.
How Can we apply 2sls on two different models.
like in first regression I want to use.
bysort Country: regress bdr fam MTB lnTA
this is my first stage regression for second stage I want to use another variable std as my dependent variable and use predicted value of bdr from first regression as independent variable. so second model will be like.
bysort Country: regress shtd Predict(bdr) fam MTB lnTA lnTA2(square)
for reference I am attaching a table from a Published Paper. Can you help me how can i solve this?
Hi team, I can't find the data link. Pls advise. Tks.
Hi sir
I need your help on how to generate instrumental variables according to ivreg2h using STATA. in other words, how to generate instrumental variables from my data because I don't have external instruments. The method developed by (Lewbel, 2012). Please, you help is highly appreciated.
Please, can you provide relevant reference for this techique
How we select the instrumental variables?
theory, you need to find a variable that is related to the one you believe is endogenous, but is not related to anything else in your model
Please my IV is a dummy variable, how do I go about it?
Contact us at tech-support@stata.com for assistance.
thank you for your video.
btw i can not find the link for the data download
Try command "webuse educwages".
Is the treatment same for Panel data?
+Naveen Bali Did you get any answer on the subjuct? I have the same question...
+Alexandre Pripp as the matter of fact i solved the puzzle :P
+Naveen Bali All right, can you tell me how?
Does anyone have an answer to this?
found the solution too ;)
Hey! Thank you for this video, it is very helpful. I still have a question, is it possible to do a ivregression 2sls with 4 endogeneous variables and just one instrumental variable. I want to use one instrumental variable for all my endogeneous variables. I hope you can help me out. Thanks :)
Yes, you can. In that case, the model is called under-identified but be careful of endogeneity among the variables you're going to estimate via IV.
Hello all, Am failing to get this link of the data set someone help please
If you are connected to the Internet, type *webuse educwages* in Stata's Command window. If you are still having issues, contact tech-support@stata.com and someone will be able to assist you.
I can't find the link, please, can you help me?
no entiendo nada!
Where's the link to the dataset?
You can type *webuse educwages,
clear* to load this dataset. Chuck loaded a local copy of this dataset by typing *use* , but it is the same dataset that is available from the Stata website.
is the link to the data not available anymore?
got it, thanks
Hi, I can't find the link too, do you know where I can get it please?
Try command "webuse educwages".
Can you please send data please
Without any background discussion just showing use of Stata doesn't make anything interesting.