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Video Tutorial on Instrumental Variables in R

[This article was first published on Coffee and Econometrics in the Morning, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
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Update: I have replaced this video tutorial with a video tutorial on a newer, easier to use IV regression command. Check out that command here.

In this video, I show how to use my instrumental variables function in R, ivreg(), along with its companion summary command, sum.iv().



Here is a link to the synthetic “market share” data I used in the video.


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