This video provides a description of the problems which are faced when endogenous regressors occur, and alludes to how instrumental variables can help to solve this issue. Check out for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: Accompanying this series, there will be a book:

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Ah, so you call unmeasured confounding as endogeneity.

Niceeeeeee

Omg thanks for the explanation! I finally understand!

You are amazing.

all heros dont wear capes. thanks for these awesome videos. i hope u read this. maybe u can make more and keep contributing towards this awesome channel

You must be a great teacher

Thanks for the explanation !

Thanks for saving my 2 last years of Bachelor…

very helpful. Thank you!

Hi Lambert, Does endogeneity happen in linear regressions only?

endogeneity omitted variable bias question

Today, 07:04

I am seeing the effect of derivative usage on firm value, and so regression firm value with my independant variable derivative usage and set of control variables.

I know there is an endogeneity issue in the sense that there a characteristics both unobservable (eg managerial quality) and observable that have a postive effect on firm value and are postively correlated with derivative use.

I understand the enodogenity in this sense mean that these characteristics that are captured by the error term are linked to the the explantoryy variable deriavtive usage.

What my main question is is which variables are ones reffered to as endogenous?

a)is it the firm value that is enodogenous or deriavtive usage that is enodogenous

b) or are firm value and derivative usage both "endogenous variables"

c) or is the observed/unobserved characterisitcs that are referred to as endogenous.

Thanks so much.

what are the sources of endogeneity?????

lambert. you are great man. you saved my time and life. All is compact and clear. keep on doing pplease and i keep on sharing to my class mates. Cheers.

what about the efficiency of an estimate?

I have a question regarding the Endogeneity. If I knew that that some of the regressor are Endogenous, and if I knew how to find the instrumental variables, Do I still need to use 2SLS? for example I have a linear equation:

y = alpha + beta1*x1 + beta2*x2 + beta3*x3 + e.

I knew that x1 is Endogenous, and I knew that the instrumental variables can be xx1, xx2. Why can I just use xx1, xx2 and x2, x3 to create a new linear model?

y = alpha + beta1*xx1 + beta2*xx2 + beta3*x2 + beta4*x3 + e.

Fantastically clear. Thank you!

Basic question. Why do we even have E(ex) not equal to zero? Isn't Alpha there to pick up any non-zero mean of error?

Thanks a lot. Your videos are really helpful.

Very helpful. Thanks

Hi Ben. I've been watching your channel for a couple of months now. Your videos are very helpful. I have one question though. When is it appropriate to use IV or GMM, in terms of dealing with endogeneity. Which is better.

i am new for instrumental variables but that is great intuition for solving problems.