PMAP 8521 • Example: Instrumental variables with R: 3: Manual 2SLS

[@godwinezekoye211]

Thanks a lot, Andrew, for the tutorial.
I have a question regarding the manual IV estimation for panel regression. Are the fitted values from the first stage regression a panel framework equivalent to or have the same information content when the first stage is done country by country?
Thanks

[@rcismeking]

Thanks I needed to IV a two step heckman and sampleSelection didn't have a function for it!