STATA: Data Analysis Software

STATA
Instrumental Variables
www.STATA.org.uk
Step-by Step Screenshot Guides to help you use STATA Not affiliated with Stata Corp.

Datasets Used in Tutorial

Datasets in these tutorials are based on examples in:

Stock and Watson (2006) Introduction to Econometrics

You can obtain all of the datasets used in these tutorials by downloading a STATA command file from http://www.stata.org.uk/download-examples.html

Outline

Statistical Analysis
Instrumental Variables Open Dataset First Stage Regression Second Stage Regression IV Regression Challenge

Outline

Statistical Analysis
Instrumental Variables Open Dataset First Stage Regression Second Stage Regression IV Regression Challenge

Outline

Statistical Analysis
Instrumental Variables Open Dataset First Stage Regression Second Stage Regression IV Regression Challenge

Outline

Statistical Analysis
Instrumental Variables Open Dataset First Stage Regression Second Stage Regression IV Regression Challenge

Outline

Statistical Analysis
Instrumental Variables Open Dataset First Stage Regression Second Stage Regression IV Regression Challenge

Instrumental Variables: Challenge

Challenge
Estimate an IV model using sales tax as instrument

Method
Use current data Re-estimate the IV using dlnsalestax

www.STATA.org.uk

If you visit www.STATA.org.uk you can download tutorials on these other topics:
Data Management Statistical Analysis

Importing Data Graphs

Presenting Output Merge or Drop Data

Summary Statistics Linear Regressions

Panel Regressions Time Series Analysis Instrumental Variables Probit Analysis