在计量经济学的Endogeneity：有助易变的估计.pptxVIP

Endogeneity in Econometrics:Instrumental Variable Estimation;Endogeneity;Can we ignore the omitted variables bias? It can be satisfactory if the estimates are coupled with the direction of the biases for the key parameters. Can we use proxy to eliminate omitted variable bias? –Sometimes. Can FE estimation solve omitting variable problem? First differencing or fixed effects estimation eliminates time-constant variables. In addition, the panel data methods do not solve the problem of time-varying omitted variables;Idea of IV Estimation;Example ;;What can serve as IV for edu?;IV for skipped class?;Other examples of IV;Identification;The (asymptotic) standard error of;;Self-selection;Properties of IV with a Poor Instrumental Variable;R2;IV ESTIMATION OF THE MULTIPLE REGRESSIONMODEL;Estimation;Efficient IV;TWO STAGE LEAST SQUARES;2SLS in words;Multiple Endogenous Explanatory Variables;IV SOLUTIONS TO ERRORS-IN-VARIABLES PROBLEMS;TESTING FOR ENDOGENEITY AND TESTING OVERIDENTIFYING RESTRICTIONS;How to test endogeneity?;Another interpretation of 2SLS;Testing Overidentification Restrictions;TESTING OVERIDENTIFYING RESTRICTIONS:;Is it better to have more IVs?;2 Omitted Topics;APPLYING 2SLS TO POOLED CROSS SECTIONSAND PANEL DATA;STATA commands;STATA commands;The end.;9、 人的价值，在招收诱惑的一瞬间被决定。6月-216月-21Wednesday, June 9, 2021 10、低头要有勇气，抬头要有低气。10:08:0710:08:0710:086/9/2021 10:08:07 AM 11、人总是珍惜为得到。6月-2110:08:0710:08Jun-2109-Jun-21 12、人乱于心，不宽余请。10:08:0710:08:0710:08Wednesday, June 9, 2021 13、生气是拿别人做错的事来惩罚自己。6月-216月-2110:08:0710:08:07June 9, 2021 14、抱最大的希望，作最大的努力。09 六月 202110:08:07 上午10:08:076月-21 15、一个人炫耀什么，说明他内心缺少什么。。六月 2110:08 上午6月-2110:08June 9, 2021 16、业余生活要有意义，不要越轨。2021/6/9 10:08:0710:08:0709 June 2021 17、一个人即使已登上顶峰，也仍要自强不息。10:08:07 上午10:08 上午10:08:076月-21