Stata Tutorial: Instrumental Variables with Panel Data-Basics

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  • เผยแพร่เมื่อ 2 ธ.ค. 2024

ความคิดเห็น • 21

  • @elodiegradlife6904
    @elodiegradlife6904 ปีที่แล้ว +7

    2:52 tsset id t to set panel data
    7:33 xtivreg Y1 (Y2=Z) X, fe
    9:39 reg Y2 Z X (first stage), look for near 10 F and significant relation between Z (exogenous var) and Y2 (endogenous var)
    10:20 xtivreg lwage (wks=ms) exp, fe (second stage), then to look for differences of coefficient of Y2
    10:54 xtreg lwage wks exp, fe , find out differences so to affirm endogenous existed

  • @flavianepomuceno7465
    @flavianepomuceno7465 3 ปีที่แล้ว +4

    I am a big fan of your videos, Mike! Thank you for this super didactic explanation.

  • @samchipwanyanemapfupa4061
    @samchipwanyanemapfupa4061 4 ปีที่แล้ว +1

    Thank Mike! you are a very good teacher :) Zim approves

  • @alexanderopoku6835
    @alexanderopoku6835 ปีที่แล้ว

    Thank you, Mike. but I am running IV fixed effect and am having a similar issue you had. we the fixed effect coefficients were positive and significant but the ivfixed effect coefficient is negative and insignificant. how can I solve this problem?

  • @abdullahalhejeilan1035
    @abdullahalhejeilan1035 5 ปีที่แล้ว

    Thanks Mike, this is very helpful

  • @Dr_Shiny
    @Dr_Shiny ปีที่แล้ว

    Hi Mike,
    For your variable "wks", you just assumed that it's endogenous, would you please share the Stata code to test the endogeneity for a variable in panel data.

  • @boli4359
    @boli4359 3 ปีที่แล้ว

    Hi Prof. Jonas,
    Would you please recommend a top journal paper with panel data instrumental variable?
    I learnt a lot from your video. But I guess from course to paper, there is a huge gap in application designs, identification discussion, heterogenous effects, and robustness tests. There are more to learn.
    Thank you very much!
    I hope you enjoy your research and teaching!
    Best Regards,
    Bo

  • @asifnawaz5335
    @asifnawaz5335 3 ปีที่แล้ว

    Hello Mike, Can you do something on 'estadd' for regression output, specially for GMM estimations and required results to put in a table

  • @meganelijzen1667
    @meganelijzen1667 4 ปีที่แล้ว +2

    Hey! Thank you for this video, it is very helpful. I still have a question, is it possible to do a ivregression 2sls with 4 endogeneous variables and just one instrumental variable. I want to use one instrumental variable for all my endogeneous variables. I hope you can help me out. Thanks :)

    • @mikejonaseconometrics1886
      @mikejonaseconometrics1886  4 ปีที่แล้ว

      In order for an IV model to be identified (and unique coefficients estimated), you will need at least one unique, external instrument for each endogenous variable in the system.

  • @Aleemmuhdr
    @Aleemmuhdr 5 ปีที่แล้ว

    Hello Mike.. can you guide me on how to perform the "Wooldridge Test for Strict Exogeneity"..Thanks

  • @mikemax8472
    @mikemax8472 3 ปีที่แล้ว

    Hi Mike, could you please tell me how to report first stage data. I used ',first' after fe to generate first stage regressions. But I don't know how to report them. Or could you tell me a journal article that reports first stage results with F tests.

  • @juandavidpenaranda6136
    @juandavidpenaranda6136 3 ปีที่แล้ว

    Hi. How do you estimate with a time invariant variable such as the dummy fem, fixed effects IV? I have that as homework. What should I do? thanks in advance!!

  • @alialipour7462
    @alialipour7462 5 ปีที่แล้ว

    Hi. Thanks for the video. How about HLM? I have my main analyses with stata mixed command. Doing robustness check with instrumental variables, should I use xtivreg? Or are there any other commands particular for HLM and nested data???

  • @ChangYu-j7o
    @ChangYu-j7o 4 ปีที่แล้ว +1

    Hello, the video is very helpful. But I have one question,, how can we perform Durbin Wu Hausman test for panel data? I have found some advices on the Internet that they suggest to use Xtivreg2 and put a endog( ) option there. But if I use xtivreg2: it does not allow me to add I.year for time fixed effect. Do you know how to fix this issue? Thank you very much.

    • @홍길동-v2y4t
      @홍길동-v2y4t 4 ปีที่แล้ว +1

      Hi, you can try this code: "xi: xtivreg2 varlist i.year, fe"

  • @DiegoMartinez-mt2zg
    @DiegoMartinez-mt2zg 4 ปีที่แล้ว

    Hi mike. Thanks a lot. I have a question. How can i make a IV-FE with time fixed effects and the standard error clustered by state. the data set. I have 24 states for 5 years. i put the following command: xtivreg2 dA (Nd1 = Iv3), fe cluster(dpto). But i just obtain state fixed effect with error cluster by state o time fixed effect with error cluster by the same variables. How can i do that?

  • @reynaldosenrahodelin4611
    @reynaldosenrahodelin4611 3 ปีที่แล้ว

    Dear Professor Jonas. I only have a question. Can we use xtivreg when all the variables are non stationary (they have unit roots)?

  • @alexanderopoku6835
    @alexanderopoku6835 ปีที่แล้ว

    i really need help on this if anybody can help. an using a panel data (two waves).

  • @badiahahmed2085
    @badiahahmed2085 4 ปีที่แล้ว

    thank you for sharing this video, dear how can I interpret Hausman test result to compare between FE and FE-IV model
    . hausman iv
    ---- Coefficients ----
    | (b) (B) (b-B) sqrt(diag(V_b-V_B))
    | iv . Difference S.E.
    -------------+----------------------------------------------------------------
    IHS_fdx | -10.2609 -3.488869 -6.772031 1.233345
    IHS_gov | -3.616735 -3.877065 .2603298 .2091792
    IHS_gfcf | 3.277582 2.25975 1.017832 .1942741
    IHS_trd | 1.358966 .7292542 .6297113 .1364145
    IHS_gnci | .6256677 .3832061 .2424616 .0834463
    IHS_lbor | -5.572129 -4.614434 -.9576948 .5514027
    dum_fdx | 3.960901 -.3721835 4.333084 1.10512
    ------------------------------------------------------------------------------
    b = consistent under Ho and Ha; obtained from xtivreg
    B = inconsistent under Ha, efficient under Ho; obtained from xtreg
    Test: Ho: difference in coefficients not systematic
    chi2(7) = (b-B)'[(V_b-V_B)^(-1)](b-B)
    = 42.89
    Prob>chi2 = 0.0000
    According to P-value, Which one is appropriate?
    THANK YOU