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st: IV vs 2SLS
From
Shikha Sinha <[email protected]>
To
[email protected]
Subject
st: IV vs 2SLS
Date
Thu, 2 Aug 2012 17:16:27 -0700
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
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