STATA - Instrumental Variables

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STATA - Instrumental Variables

  1. 1. STATA: Data Analysis Software STATA Instrumental Variables www.STATA.org.uk Step-by Step Screenshot Guides to help you use STATA Not affiliated with Stata Corp.
  2. 2. Datasets Used in Tutorial – Datasets in these tutorials are based on examples in: Stock and Watson (2006) “Introduction to Econometrics” – You can obtain all of the datasets used in these tutorials by downloading a STATA command file from http://www.stata.org.uk/download-examples.html
  3. 3. Outline – Statistical Analysis • Instrumental Variables – Open Dataset – First Stage Regression – Second Stage Regression – IV Regression – Challenge
  4. 4. Outline – Statistical Analysis • Instrumental Variables – Open Dataset – First Stage Regression – Second Stage Regression – IV Regression – Challenge
  5. 5. Outline – Statistical Analysis • Instrumental Variables – Open Dataset – First Stage Regression – Second Stage Regression – IV Regression – Challenge
  6. 6. Outline – Statistical Analysis • Instrumental Variables – Open Dataset – First Stage Regression – Second Stage Regression – IV Regression – Challenge
  7. 7. Outline – Statistical Analysis • Instrumental Variables – Open Dataset – First Stage Regression – Second Stage Regression – IV Regression – Challenge
  8. 8. Instrumental Variables: Challenge Challenge – Estimate an IV model using sales tax as instrument Method – Use current data – Re-estimate the IV using dlnsalestax
  9. 9. www.STATA.org.uk – If you visit www.STATA.org.uk you can download tutorials on these other topics: Data Management Statistical Analysis Importing Data Summary Statistics Graphs Linear Regressions Presenting Output Panel Regressions Merge or Drop Data Time Series Analysis Instrumental Variables Probit Analysis

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