Instrumental Variable Estimation¶

Introduction provides a brief overview of the available IV estimators. Instrumental Variable Estimation contains a complete reference to available estimation methods. Estimation Results discusses the results classes returned after estimating a model as well as model specification tests. Other components of the models such as covariance estimators, GMM weighting estimators and the results are presented in Module Reference.

Basic Examples shows basic usage through examples from Wooldridge’s introductory text book and Advanced Examples shows more advanced examples following the examples in Cameron and Trivedi’s Stata introduction.

Formulas and Mathematical Detail contains a concise explanation of the formulas used in estimating parameters, estimating covariances and conducting hypothesis tests.