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Results tagged with instrumental-variables
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user 24243
Instrumental variables (IV) are used for causal inference with observational data in the presence of endogeneity when standard regression methods yield biased and inconsistent estimates.
4
votes
1
answer
259
views
Identifying $\beta_1$ with one instrumental variable and one exogenous variable
$\textbf{Question:}$ Suppose we have ${(Y_i, X_i,Z_i,W_i)^{n}_{i=1}}$ which is a random sample from the joint distribution of $(Y,X,Z,W)$ that satisfies the following relation:
$$Y_i=\beta_0+\beta_1(X …
- 1,353
5
votes
1
answer
296
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Show that $\widehat{\operatorname{Cov}(\hat{\mu},Z_i)}$ is always zero even $\operatorname{C...
I will state the question first then my work.
Q:
We have a regression model, $Y_i=\beta_0+\beta_1X_i+\mu_i$ where $\operatorname{Cov}(\mu_i,X_i)=0$ is not guaranteed. Suppose that $Z_i$ is an instrume …
- 1,353