工具变量与两阶段最小二乘法研究.pptVIP

Instrumental Variables 2SLS 工具变量与两阶段最小二乘法;Chapter Outline本章提要;Lecture Outline本课提要;Problem to start with从这个问题出发… ;The ways out一些办法 ;Why Use Instrumental Variables?为何使用工具变量？;Why Use Instrumental Variables?为何使用工具变量？;Instrumental Variable: Who qualifies?什么样的变量可以作为IV？;The instrument must be correlated with the endogenous variable x 工具变量应与内生变量 x 相关 That is, Cov(z,x) ≠ 0 (15.5) ;About Cov(z,u) 关于Cov(z,u) ;About Cov(z,x) ;Example: wage determination例子：工资决定 ;Example: wage determination例子：工资决定;Example: wage determination例子：工资决定;Example: wage determination例子：工资决定;When an IV is Available: Estimation当IV存在时：估计;When an IV is Available: Estimation当IV存在时：估计;When an IV is Available: Estimation当IV存在时：估计;When an IV is Available: Estimation当IV存在时：估计;When an IV is Available: Inference当IV存在时：推断;When an IV is Available: Inference当IV存在时：推断;When an IV is Available: Inference当IV存在时：推断;IV versus OLS estimationIV与OLS估计;IV versus OLS estimationIV与OLS估计;The Effect of Poor Instruments不好的工具变量导致的问题;The Effect of Poor Instruments不好的工具变量导致的问题;Reporting R-Squared after IV Estimation在IV估计后报告R方;IV Estimation in the Multiple Regression Case多元回归的工具变量估计;The Structural Equation结构方程;The Structural Equation: Example结构方程：例子;The Reduced-Form Equation方程的简约式;The Reduced-Form Equation:Example简约式的方程：例子;Multiple Regression IV多元回归的IV;Assumptions for Multiple Regression IV多个回归中关于IV的假定;Obtaining the IV estimators得到IV估计量;The Reduced form for y2 y2的简约式;Example: Return to Education例子：教育回报;Example: Return to Education例子：教育回报;Example: Return to Education例子：教育回报;Example: Return to Education例子：教育回报;Example: Return to Education例子：教育回报;Example: Return to Education例子：教育回报;Example: Return to Education例子：教育回报;Two Stage Least Squares (2SLS)量阶段最小二乘法;Best Instrument最好的工具变量;More on 2SLS