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st: 2sls and sample size


From   Carola Herrera <herrera.carola@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: 2sls and sample size
Date   Tue, 2 Dec 2008 19:09:17 -0800 (PST)

Dear list,

I have read that while two-stage least squares and other instrumental variables estimators are consistent, they are not unbiased in small samples.  I wonder how large should the sample be in order to safely use two-stages least squares/instrumental variable estimation.  Is there a cutoff N?

Thanks
Carola


      

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