Displaying 14 results from an estimated 14 matches similar to: "2SLS with Fixed Effects and Control Variables"
2024 Jan 28
0
2SLS with Fixed Effects and Control Variables
Kelis,
thanks for your interest. It's hard to say what exactly goes wrong based
on the information you provide. However, I would recommend that you first
process the data:
- Store all variables as the appropriate types (numeric, factor, etc.)
in the data frame. Then you don't have to put these things into the model
formula.
- Employ variable names without spaces, then you don't
2013 Oct 19
2
ivreg with fixed effect in R?
I want to estimate the following fixed effect model:
y_i,t = alpha_i + beta_1 x1_t + beta_2 x2_i,tx2_i,t = gamma_i + gamma_1
x1_t + gamma_2 Z1_i + gamma_3 Z2_i
I can use ivreg from AER to do the iv regression.
fm <- ivreg(y_i,t ~ x1_t + x2_i,t | x1_t + Z1_i + Z2_i,
data = DataSet)
But, I'm not sure how can I add the fixed effects.
Thanks!
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2011 Aug 01
1
ivreg and structural change
Hello,
I am looking for some help with this question: how could I test structural
breaks in a instrumental variablesĀ“s model?
For example, I was trying to do something with my model with three time
series.
tax_ivreg <- ivreg(l_y ~ l_x2 + l_x1+ dl_y | lag(l_x2, -1)+lag(l_x2, -2)+
lag(l_x1, -1)+lag(l_x1, -2)+lag(l_y, -1)+lag(l_y, -2), data=tax1)
summary(tax_ivreg)
## after estimating it,
2012 Nov 29
1
instrumental variables regression using ivreg (AER) or tsls (sem)
Dear friends,
I am trying to understand and implement instrumental variables
regression using R.
I found a small (simple) example here which purportedly illustrates the
mechanics (using 2-stage least-squares):
http://www.r-bloggers.com/a-simple-instrumental-variables-problem/
Basically, here are the R commands (reproducible example) from that
site:
# ------ begin R
library(AER)
2009 Dec 15
2
Instrumental Variables Regression
Hi there,
I hope to build a model Y ~ X1 + X2 + X3 + X4 with X1 has two
instrumental variable A and B, and X2 has one instrumental variable A. I
have searched the R site and mailling list, and known that the tsls()
from sem package and ivreg() from AER package can deal with instrumental
variable regression, however, I don't know how to formula the model.
Any suggestion will be really
2018 Mar 21
0
Confidence intervals for the Instrumental Variable estimators of TWO causal effects
Dear all,
I am using the Instrumental Variable approach to estimate the causal
effects of TWO endogenous variables in a Mendelian Randomization study.
As long as point estimation is concerned, I have no problem: both "ivreg"
in library "AER" and "tsls" in library "sem" do the job perfectly. The
problems begin
when I try to obtain confidence intervals for
2020 May 13
3
Sometimes commands do not terminate after upgrading to R 4.0 and Ubuntu 20.04
I have upgraded R (from 3.6 to 4.0) and RStudio (from 1.1 to 1.2.5) a few
days ago, and Ubuntu from 18.04 to 20.04 yesterday.
Since then, R sometimes never terminates when executing certain commands:
ivreg (from package AER), summary (of a logit regression) and logitmfx
(from package mfx). Sometimes these commands run fine, but most of the time
I have to kill the process because R won't
2013 Mar 19
0
Epple and McCallum TSLS example
Hello,
I am trying to replicate the "missing example" of a TSLS estimation in
Epple & McCallum (link below)
http://wpweb2.tepper.cmu.edu/facultyadmin/upload/ppaper_32774807225408_Epple-McCallum93.pdf
According to them, the commands are in:
http://www.tepper.cmu.edu/faculty-research/faculty-pages/dennis-epple/simultaneous-equation-econometrics/index.aspx
They use the Stata's
2018 Apr 19
0
calculates the standard error with the delta method
I need your help because I am having difficulties to finalize an econometric model.By the way, I want to calculate the standard error with delta method in a 2sls model with interactions under R.I want to determine the total effect of the institutions (Institutions + D_MinMond * Institutions) on logYLby summing the estimated parameters of (Institutions) and (D_MinMond * Institutions);D_MinMond is a
2010 May 02
1
question about 2SLS
Hi All,
I am using R 2.11.0 on a Ubuntu machine. I estimated a model using "tsls"
from the package "sem". Is there a way to get Newey West standard errors for
the parameter estimates?
When estimating the model by OLS, I used "NeweyWest" from the package
"sandwich" to get HAC standard errors. But, I am not able to use the same
method with the results of the
2009 Jan 21
0
trouble switching to 'plm' from 'xtabond' and Stata
Hello,
I am switching to R from Stata and I am having particular trouble with
the transition from Stata's 'xtabond' and 'ivreg' commands to the
"plm" package. I am trying to replicate some of the dynamic panel data
work using the UK Employment data in Arellano and Bond (1991) and
available as 'EmplUK' under the 'plm' package.
I have been
2020 May 13
0
Sometimes commands do not terminate after upgrading to R 4.0 and Ubuntu 20.04
Salut Adrien,
On 13 May 2020 at 14:19, Adrien FABRE wrote:
| I have upgraded R (from 3.6 to 4.0) and RStudio (from 1.1 to 1.2.5) a few
| days ago, and Ubuntu from 18.04 to 20.04 yesterday.
|
| Since then, R sometimes never terminates when executing certain commands:
| ivreg (from package AER), summary (of a logit regression) and logitmfx
| (from package mfx). Sometimes these commands run fine,
2013 Jun 23
1
2SLS / TSLS / SEM non-linear
Dear all, I try to conduct a SEM / two stage least squares regression with
the following equations:
First: X ~ IV1 + IV2 * Y
Second: Y ~ a + b X
therein, IV1 and IV2 are the two instruments I would like to use. the
structure I would like to maintain as the model is derived from economic
theory. My problem here is that I have trouble solving the equations to get
the reduced form so I can run
2011 Jan 17
2
How to still processing despite bug errors?
Hi, everybody.
I am working processing EEG data from 1000 pacients. I have a specific
syntax to perform the Spectral Analysis and a loop to analyse all subjects.
each subject data are in separate folders (P1, P2 P3...)
My question is: in some cases, some errors can appear in one subject. I want
to know if is possible to jump to the next subject and perform the same
syntax , exibiting an error