Comments on: Multiple endogenous variables – now what?!

By: josh

josh — Thu, 13 Jan 2011 04:11:31 +0000

Good eye Lulu! This is a case of the exception proving the rule perhaps. In Angrist (2006), two treatments are randomly assigned with less than full compliance. Two instruments for compliance are available in the form of the original assignment. Pretty clean set-up! As I wrote earlier, “models with multiple endogenous variables are indeed hard to identify and the results can be hard to interpret”. But not this one: its a randomized trial, and IV is the appropriate adjustment for non-compliance. JA

By: lulu millcreek

lulu millcreek — Wed, 12 Jan 2011 04:20:45 +0000

What about “Instrumental variables methods in experimental criminological research: what why and how?” by Angrist (which describes multiple endogenous regressors).
Now I am confused…

By: josh

josh — Wed, 12 Jan 2011 03:58:43 +0000

either works, Daniela

if you interact endogenous with gender, then interact the instrument with gender as well. Or just split em up, boys vs girls! JA

By: Daniela

Daniela — Wed, 05 Jan 2011 23:56:23 +0000

What would one do to capture gender inequality? What if X1 is a gender dummy which is not endogenous but would like to be interacted with the endogenous variable X2. Or is it just better to split the sample into two: the female sample and the male sample and see what the causal effect for each sample is? The presence of the gender dummy would not increase the validity of instrument and is irrelevant but is added in to check the presence of gender inequality. Which one would be right to do? Your response much appreciated!

By: ivreg2 update

ivreg2 update — Sun, 21 Feb 2010 02:34:43 +0000

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