Instrumental-variables regression using Stata®

Learn how to fit instrumental-variables models for endogenous covariates in Stata using the *ivregress* command.

Note that you can type *db ivregress* into the Command Window to open its dialog box.

Copyright 2011-2019 StataCorp LLC. All rights reserved.

[hubertvisas]

Excellent explanation sir. Straight to the point.

[andriikulishov]

Chuck Huber, this is the most vivid explanation I've found. Good for my research.
Many thanks.

[natlopez]

Thank you!! Had I not seen this, I wouldn't have been able to solve the singleton dummy variable problem I had when using ivreg2. You saved me!!

[aymanissa]

thanks for this simple explanation
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[tshegangchipeya]

May the Lord bless you for this video!!

[marisa]

Thank you so much for the video! The testing part is extremely useful!

[maurineocholah]

Woooow just what I needed! Thank you!!

[andrikos]

Excellent analysis and presentation. It really helped me. Well done.

[tomne]

Thank u for you video! this will help me a lot in my upcoming econometrics course

[davidajekigbe]

This is a great presentation. Thanks for it. I could not get the link to your data please.

[siegfriednaumann]

Very helpful and simple to understand. Thank you!

[HieuNguyen-efqf]

Thank you for the awesome video! Could you please answer a question for me though? In my understanding, a "correctly specified" model is what we WANT in the end. Is that correct? But what happens if in practice, the p-values (for Sargan, Basmann, and Wooldridge tests) turn out to be all too small for us to not reject the null hypothesis of "correct specification?" In this case, is there any way to improve our model? Thank you again!

[davidlaport]

Can there be made a video about the 3sls regression. It would be very helpful! Or does somebody know a site or video, in which it is explained?

[aaronbench]

I usually don't comment on anything, but THANK YOU!!!

[sureshnaik]

thanks for nice presentation. i want know if you any video regarding GMM model please upload...

[gerardkervick]

When testing a variable for endogeneity how do you know what variables to put in instrumental and independent

[trongkhang]

Hi, I have a message after I ran the Hausman test:

chi2<0 ==> model fitted on these
data fails to meet the asymptotic
assumptions of the Hausman test;
see suest for a generalized test

What is the problems and how can I deal with it?
Thank you.

[benvu]

Hi team, I can't find the data link. Pls advise. Tks.

[jtyler]

im trying to do the same but i have dummy variables for GCSE ALEVEL and DEGREE (uk) rather than years of education. It keeps " must have at least as many instruments not in the regression as there are instrumented variables"  but i only want to use mother and father years of education as you have done. Any chance you coould tell me what im doing wrong? thanks!

[kwazindlovu]

Hi Thank you for the video very helpful. But you also advise what statistical test is used to compare the risk ratios in stir