#How

Описание к видео #How

How to run 2SLS instrumental variables approach
how to perform test of endogeneity STATA
Why we use the 2SLS?
When there is endogeneity problem and the OLS may provide biased results.
In general the OLS is more superior than the 2SLS
do file:
ivregress 2sls CSR LEV ROA SIZE (ABS_AEM = l.ABS_AEM l.ROA l.LEV)
estat endog
estat firststage
estat overid

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