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Instrumental variables · community showcase

Unofficial community showcase of ivreg (Fox, Kleiber & Zeileis). Not affiliated with the authors; all credit to them. Docs: zeileis.github.io/ivreg

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Instrumental variables & 2SLS for an endogenous treatment (ivreg)

When treatment is endogenous, an instrument identifies the complier (LATE) effect via two-stage least squares — after you check the instrument is strong.

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