## Two-Stage Least Squares (2SLS) Regression in Stata

Introduction Many econometric models often get afflicted by what is called the endogeneity problem. This happens when one or more independent variables are correlated with the error term (omitted variable bias), or when the dependent and independent variables jointly determine each other (simultaneity bias). This problem needs to be addressed because in the presence of …

Two-Stage Least Squares (2SLS) Regression in Stata Read More »