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Date: | Tue, 2 Dec 2008 23:21:14 -0500 |
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Hi Carola,
I suggest you take a look at
Dylan S. SMALL and Paul R. ROSENBAUM. 2008. War and Wages: The Strength
of Instrumental Variables and Their Sensitivity to Unobserved Biases.
Journal of the American Statistical Association September 2008, Vol.
103, No. 483.
cheers,
Holger
Carola Herrera wrote:
> Dear list,
>
> I have read that while two-stage least squares and other instrumental variables estimators are consistent, they are not unbiased in small samples. I wonder how large should the sample be in order to safely use two-stages least squares/instrumental variable estimation. Is there a cutoff N?
>
> Thanks
> Carola
>
>
>
>
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--
Holger Lutz Kern, PhD
Postdoctoral Associate
Yale University
The MacMillan Center
Program on Democracy
34 Hillhouse Avenue
New Haven, CT 06520
http://pantheon.yale.edu/~hlk8/
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Delia Bailey, <[log in to unmask]>
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