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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