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* Is the control function coefficient a measure of the direction and size of the bias caused by endogeneity?* Imagine the endogenous variable w being composed of three components: 1 endogenous portion, 2 exogenous portion correlated with z, 3 exogenous… Continue reading Interpreting the Control Function Coefficient * 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… Continue reading 2SLS with multiple endogenous variables * 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… Continue reading Potential IV Challenges even with RCTs |
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