1162 -- 42:12 App Stata软件教程--STATA编程初步(一) 94 -- 5:16 App Stata软件教程--Simple_linear_regression_in_Stata 591 -- 9:58 App Stata软件教程--Meta-analysis_in_Stata 1207 -- 17:51:22 App 【中国人民大学】《计量经济学》(全70讲) 姜少敏教授 2237 -- 15:22 App Stata软件...
ivregress — Single-equation instrumental-variables regression 17 Koopmans, T. C., and J. Marschak. 1950. Statistical Inference in Dynamic Economic Models. New York: Wiley. Kripfganz, S., and V. Sarafidis. 2021. Instrumental-variable estimation of large-T panel-data models with common ...
Do you have weak instruments in your instrumental-variables (IV) regression? Use the newestat weakrobustcommand to perform reliable inference on endogenous regressors. This command is part ofStataNow™. IV methods allow researchers to estimate causal relationships even when some explanatory variables ...
STATA Example: Cigarette demand First stage: Instrument = Z = rtaxso = general sales tax (real $/pack) X Z . reglravgprsrtaxso if year==1995, r; Regression with robust standard errors Number of obs = 48 F( 1, 46) = 40.39 Prob> F = 0.0000 R-squared = 0.4710 Root MSE = ....
(2014). REGHDFE: Stata module to perform linear or instrumental- variable regression absorbing any number of high-dimensional fixed effects.Correia, S. et al. (2016). Reghdfe: Stata module to perform linear or instrumental-variable regression absorbing any number of high-dime...
Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few ClustersUnder a framework with a small number of clusters but large numbers of observations per cluster for instrumental variable (IV) regression, we show ... Wang,Wenjie,W Wang - 《Mpra Paper》 被引量: 0发表: ...
InstrumentalVariable A quick review for the previous parts 1
Stata学习:如何进行弱工具变量检验?ivregress momo 中央财经大学 金融学博士在读 示例1 代码框架 放入控制变量序列、因变量(Y1)、工具变量(Z1)、自变量(X1)到指定位置:glctrls="lnSize BM ROA Leverage PPE CFO"fo… 阅读全文 赞同 25 ...
Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo We discuss Bayesian inferential procedures within the family of instrumental variables regression models and focus on two issues: existence conditions for ... A Zellner,T Ando,N Baştürk,... - 《Econome...
This paper is concerned with mismeasured binary explanatory variables in a linear regression. Modification of a technique in Hausman et al. (J. Econometric... H Frazis,MA Loewenstein - 《Journal of Econometrics》 被引量: 97发表: 2003年 Using an instrumental variable to test for unmeasured con...