Home > Publications . Search All . Browse All . Country . Browse PSC Pubs . PSC Report Series

PSC In The News

RSS Feed icon

Smock discusses the "new American family" on NPR

Pfeffer and colleagues re-examine impacts of community college attendance

Frey explains the minority-majority remapping of America

Highlights

Apply for 2-year NICHD Postdoctoral Fellowships that begin September 2015

PSC Fall 2014 Newsletter now available

Martha Bailey and Nicolas Duquette win Cole Prize for article on War on Poverty

Michigan's graduate sociology program tied for 4th with Stanford in USN&WR rankings

Next Brown Bag

Monday, Dec 1
Linda Waite

Two-sample instrumental variables estimators

Archived Abstract of Former PSC Researcher

Inoue, Atsushi, and Gary Solon. 2005. "Two-sample instrumental variables estimators." NBER Technical Working Paper No. 311Cambridge, MA : National Bureau of Economic Research.

Following an influential article by Angrist and Krueger (1992) on two-sample instrumental variables (TSIV) estimation, numerous empirical researchers have applied a computationally convenient two-sample two-stage least squares (TS2SLS) variant of Angrist and Krueger's estimator. In the two-sample context, unlike the single-sample situation, the IV and 2SLS estimators are numerically distinct. Our comparison of the properties of the two estimators demonstrates that the commonly used TS2SLS estimator is more asymptotically efficient than the TSIV estimator and also is more robust to a practically relevant type of sample stratification

Browse | Search : All Pubs | Next