7 · Instrumental variables

Identification when a regressor is endogenous

Author

Eduard (Eddie) Bukin

The final topic. When a regressor is correlated with the error term, no amount of controlling will fix it — you need outside variation. This topic introduces instrumental variables and two-stage least squares through the classic returns-to-schooling problem.

Slides

Deck Covers
🖥 Instrumental variable Endogeneity, instrument validity, two-stage least squares, returns to schooling

Exercises

Exercise What you practise
📋 AE12 Instrumental variable Two-stage least squares from first principles on Angrist & Krueger’s data

📦 Download the bundle: ae12-iv — includes the ak91.dta quarter-of-birth dataset and both sets of worked solutions.

WarningSolutions are in the bundle, not on the web

ae12-iv-solutions.Rmd and ae12-iv-solutions-2.Rmd are included in the downloadable bundle but have no rendered page here: their modelsummary call uses a coef_omit pattern that current versions of the package reject. Open them in RStudio to work through them.

Where the course goes next

← 6 · Panel regression · Back to the course overview