tag:blogger.com,1999:blog-8269737761286917895.post3207215601468129831..comments2024-02-19T23:07:54.532-08:00Comments on Coffee and Econometrics in the Morning: Video Tutorial on Instrumental Variables in RTony Cooksonhttp://www.blogger.com/profile/12565713889808330198noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-8269737761286917895.post-78775373603756643292011-03-22T19:52:53.964-07:002011-03-22T19:52:53.964-07:00Good question. When I wrote the first function (m...Good question. When I wrote the first function (my ivreg()), I was only aware of the tsls() command. I thought the syntax was awkward and I found the command to be hard to use, so I thought it would be a good exercise for myself to write my own function. At the time, I thought that if others find my function useful, great.<br /><br />Recently (a few months ago), I came across the aer library implementation, which has better syntax (but I still didn't like how the formula statement works), so I rewrote the function to work with a better (more like lm()) formula statement (my ivregress() command; see my newer post than this). I plan to post a video tutorial on how to use this newer command (but also how to use the more standard ones in aer). I will post that in a couple of weeks at the latest.Tony Cooksonhttps://www.blogger.com/profile/12565713889808330198noreply@blogger.comtag:blogger.com,1999:blog-8269737761286917895.post-21167257949945438462011-03-22T19:31:44.176-07:002011-03-22T19:31:44.176-07:00Was there a problem in the IV functions in the AER...Was there a problem in the IV functions in the AER, systemfit, or sem packages that led you to write your own IV estimation function?Johnhttps://www.blogger.com/profile/15684354378871014393noreply@blogger.com