Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: st: IV vs 2SLS


From   Cameron McIntosh <cnm100@hotmail.com>
To   STATA LIST <statalist@hsphsun2.harvard.edu>
Subject   RE: st: IV vs 2SLS
Date   Thu, 2 Aug 2012 20:32:19 -0400

I can't tell exactly what you're comparing here... is one method full information and the other limited?

Bollen, K.A. (2012). Instrumental Variables in Sociology and the Social Sciences. Annual Review of Sociology, 38, 37-72.
http://www.annualreviews.org/doi/abs/10.1146/annurev-soc-081309-150141?journalCode=soc

Cam

> Date: Thu, 2 Aug 2012 17:16:27 -0700
> Subject: st: IV vs 2SLS
> From: shikha.sinha414@gmail.com
> To: statalist@hsphsun2.harvard.edu
> 
> Dear all,
> 
> What is the difference between IV and 2sls and which is the preferred
> method to correct for endogeneity (advantage and disadvantage)?
> 
> (a) ivreg2 y x1 x2 (x3=z)
> 
> (b) reg x3 z x1 x2
> predict x3_hat
> reg y x3_hat x1 x2
> 
> By employing (a) and (b) I get similar coeff, but standard errors are
> different.
> 
> Thanks,
> Shikha
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
 		 	   		  
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index