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2SLS with multiple endogenous variables

* I am wondering if when using 2SLS you must use a multivariate OLS in the reduced form or if you can just do each individual endogenous variable.* Let’s see!clearset obs 10000* First generate the instrumentsgen z1 = rnormal()gen z2 = rnormal()* Now th…

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Potential IV Challenges even with RCTs

* You design an RCT with a single experimental binary treatment.* But you think your instrument has the power to influence multiple endogenous response variables.* We know we cannot use a single instrument to instrument for more than one variable joint…

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