Does any one know a way to estimate a piecewise linear regression with instrument variable(s)?
I have a model below,
y = a + b*Xabovezero + c*Xbelowzero + control variables + error term.
where Xabovezero = X if X>0, and zero otherwise, and Xbelowzero=X if X<0, and zero otherwise.
In the event that X is endogenous, I want to use an instrument variable K. I wonder how to do it properly in stata. I found a paper discussing it https://www.dbmi.pitt.edu/sites/defa...s/Scheines.pdf but have not found stata ado files.
Any help is appreciated!
Related Posts with Piecewise Linear Instrumental Variable Estimation
What we should do when the coefficients of variables of interest quite different from that of whole sample?I have a staggered Difference-in-Differences setting as below when examining the impact of laws impl…
Help in deciding which weight command to useHello all! Quick question I am working with the National Longitudinal Survey of Children and Youth …
Heteroscedasticity - How to address this issue?Good evening everyone! I am working on a sample comprising about 17,000 observations (1 year and 17 …
Defining the cutoff in regression discontinuityHi there, I am trying to run a regression discontinuity based upon the dataset found below. However…
pweights in panel data to adjust for populationI am working on a panel data with a data structure like (I have some other variables but I am only p…
Subscribe to:
Post Comments (Atom)
0 Response to Piecewise Linear Instrumental Variable Estimation
Post a Comment