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* Imagine you would like to estimate the agricultural production process.* You have two explanatory variables. Rain and use of Hybrid or traditional seeds.* You are concerned that better off (in terms of SES) framers will be more likely to use Hy… Continue reading Regression with Endogenous Explanatory 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… Continue reading 2SLS with multiple endogenous variables Stata do file* Imagine that you have two groups in your sample and you are wondering if both groups respond the explanatory variables in the same manner.clearset obs 1000gen group=rbinomial(1,.5)gen x = rnormal()gen y = 2 + 3*x + rnormal()*2 if group==… Continue reading Checking for differences in estimates by group 
Stata do file* Path analysis is an interesting statistical method that can be used to indentify complex relationships beween variables and an outcome variable.* As with all statistical methods the modelling framework is essential to derive reasonable r… Continue reading Path Analysis Stata do file* In least squares estimation it is very common to make a statement like “conditioning on x1, x2 has an average effect on y of …”* What does this mean?* One answer is, revoming the average correlation between x1 and x2 and the effect x1 … Continue reading Multivariate Least Squares – Multi-Step Estimator and Correlated Explanatory Variables |
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