Thanks for watching! You find definitions and more material on GitHub (link on the channel page). There are 120+ slides for this playlist. Endogeneity means that explanatory variables (x) provide information about the error term (e), i.e. E(e|x) is not equal to 0. I have covered some of the reasons that cause endogeneity in other videos (e.g., omitted variable bias). There are many additional issues such as reverse causality, which I have not covered yet. Over the summer, I will cover more advanced topics in time series analysis. Once you have a time dimension to play with, causal order can be modelled effectively
I have done more on panel data in my Udemy course - see www.udemy.com/course/getting-started-with-stata/ I am also working on new material but this will take quite a bit of time. May the Force be with you!
@@saynaislamdibasaynaislamdi8875 can you do GMM - yes. But there are so many factors to consider and it depends on your problem whether it will perform as intended
Not that easy to do well. The literature is very much written for econometricians. Not easy to read and understand. I came across a good review paper, which is more applied. You can Google "Endogenous Variables in Binary Choice Models: Some Insights for Practitioners" made public in 2017. If you need more help, get in touch - www.yunikarn.com
Video sources can be cited using urls. By the way, the book "Getting started with Stata" (based on the Udemy course) should be published in 2025. So you could also cite the forthcoming book. Thanks for wacthing!
All datasets are available on www.yunikarn.com for USD 2.99 (including tax) or USD 4.5 (includes E-book). This also provides access to all videos without ads and more exercise options
There is quite a lot to discuss as it depends on data structures (e.g., short time dimension might make it hard to use first differences and lags as instruments). I refer to the literature on dynamic panel data estimators (see Arrelano and Bond). I am planning to start a panel data playlist. You can also contact me by email (see Channel pages). May the Power be with you!
The full course is available for USD 3.59 here www.yunikarn.com/p/data-science-using-stata-complete-beginners-course, including datasets and Stata do files. The slides are available as an E-book (129 pages) gerhard-kling-s-school.teachable.com/p/my-downloadable-14033 - combined offer: USD 5.40.
Thanks
Hope I could find the previous video to know exactly what’s the endogeneity
Thanks for watching! You find definitions and more material on GitHub (link on the channel page). There are 120+ slides for this playlist. Endogeneity means that explanatory variables (x) provide information about the error term (e), i.e. E(e|x) is not equal to 0. I have covered some of the reasons that cause endogeneity in other videos (e.g., omitted variable bias). There are many additional issues such as reverse causality, which I have not covered yet. Over the summer, I will cover more advanced topics in time series analysis. Once you have a time dimension to play with, causal order can be modelled effectively
Very useful Professor!
Thanks
Glad it was helpful!
i came here for the endogeneity part but find that the graph making was what i needed lol thaankss
Thanks for watching! I am glad it was helpful
Thank you, Professor, Waiting for your playlist on Panel Data.
Thanks! A panel data focused play list is on my (rather long) to-do-list. Just executed to_do_list.append('Panel data')
@@YUNIKARN 😃 you are our guru 🙏
Thank you very much professor, is this works for panel data also? Could you please give a lecture on comparing all panel data models ?
I have done more on panel data in my Udemy course - see www.udemy.com/course/getting-started-with-stata/ I am also working on new material but this will take quite a bit of time. May the Force be with you!
Thank you so much
You're most welcome
Thank you professor
A pleasure!
@@YUNIKARN if there's is no endogeneity to my data data set , can I perform the GMM model
@@saynaislamdibasaynaislamdi8875 can you do GMM - yes. But there are so many factors to consider and it depends on your problem whether it will perform as intended
How to detect endogeneity in cross sectional data with a binary dependent variable sir
Not that easy to do well. The literature is very much written for econometricians. Not easy to read and understand. I came across a good review paper, which is more applied. You can Google "Endogenous Variables in Binary Choice Models: Some Insights for Practitioners" made public in 2017. If you need more help, get in touch - www.yunikarn.com
Hi, I utilised your video as part of my research and I want to scite this video, do you have other means to cite your work on Stata?
Video sources can be cited using urls. By the way, the book "Getting started with Stata" (based on the Udemy course) should be published in 2025. So you could also cite the forthcoming book. Thanks for wacthing!
I can't find some of the datasets on github, only do files. How else can I get them?
All datasets are available on www.yunikarn.com for USD 2.99 (including tax) or USD 4.5 (includes E-book). This also provides access to all videos without ads and more exercise options
How to detect endogeneity in panel data, sir
There is quite a lot to discuss as it depends on data structures (e.g., short time dimension might make it hard to use first differences and lags as instruments). I refer to the literature on dynamic panel data estimators (see Arrelano and Bond). I am planning to start a panel data playlist. You can also contact me by email (see Channel pages). May the Power be with you!
@@YUNIKARN thanks sir for replying
I will contact 🙏
The full course is available for USD 3.59 here www.yunikarn.com/p/data-science-using-stata-complete-beginners-course, including datasets and Stata do files. The slides are available as an E-book (129 pages) gerhard-kling-s-school.teachable.com/p/my-downloadable-14033 - combined offer: USD 5.40.