Good morning,

I am writing to ask you a question about the use of instrumental variables if my data has a hierarchical structure. Specifically, I am working with educational data in which the selected students have variable individual characteristics, but also common characteristics that have to do with the school and the teachers who teach them, and therefore there is a multilevel structure.

I want to use instrumental variables to see how an independent variable that has to do with the teaching staff affects the academic performance of the students. My question is which command should I apply, if there is any special command for multilevel models or if I should use the general IV making use of OLS.

Thanks in advance.



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