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Stata Tutorials Topic 47: Endogeneity and Stata's "eregress" Command | Regression Analysis and Estimation Methods Using Stata Hi, I am Bob. Today, let me show you how to use the Stata command "eregress" to solve the endogeneity problem caused by omitted variables and sample selection. Omitted variable bias and endogenous sample selection are common issues in causal effects analysis. Stata's extended linear regression command "eregress" gives us a solution to both problems. Please download the dataset for this topic: https://drive.google.com/file/d/19QZM... #Stata #eregress #endogeneity #Endogenous #exogenous #RegressionAnalysisandEstimationMethods #tutorial The Stata commands in this video: *OLS Method regress lwage educ i.region i.race c.age##c.age estimates store OLS *Omitted Variable Bias and 2SLS Method eregress lwage i.region i.race c.age##c.age, endogenous(educ=i.parent_educ i.region i.race c.age##c.age) estimates store IV *Sample Selection Bias and Heckmen's Method eregress lwage educ i.region i.race c.age##c.age, select(workforce=num_children educ i.region i.race c.age##c.age) estimates store Heckman *Combination of 2SLS and Heckman Methods eregress lwage i.region i.race c.age##c.age, endogenous(educ=i.parent_educ i.region i.race c.age##c.age) select(workforce=num_children educ i.region i.race c.age##c.age) estimates store Comb esttab OLS IV Heckman Comb, mtitles se star(* 0.1 * 0.05 ** 0.01) b(%7.3f) 【Some Free Courses on My YouTube Channel】 Economics in Real Life: • Economics in Real Life Solutions to Introductory Econometrics A Modern Approach 7th Edition: • Solutions to Introductory Econometric... Solutions to Microeconomics Theory and Applications with Calculus: • Solutions to Microeconomics Theory an... Introductory Stata: • Introductory Stata (2022) Introductory Microeconomics: • Introductory Microeconomics (2022) Five Minute Econometrics: • Five Minute Econometrics (Econometric... Five Minute Stata: • Stata Tutorials 【國語Mandarin】現實生活中的經濟學: • 【Mandarin國語】現實生活中的經濟學 【粵語Cantonese】現實生活中的經濟學: • 【Cantonese粵語】現實生活中的經濟學 【粵語Cantonese】微觀經濟學基礎: • 粵語Cantonese微觀經濟學基礎2022 【國語Mandarin】五分鐘計量經濟學: • 【Mandarin國語】五分鐘計量經濟學(計量經濟學輔導) 【粵語Cantonese】五分鐘計量經濟學: • 【Cantonese粵語】五分鐘計量經濟學(計量經濟學輔導) On the Road: • On the Road 【Become a Supporter of the channel ($2.99) to get PDF transcripts for】 1. Solutions to Microeconomics Theory and Applications with Calculus 5th Edition, 2. Solutions to Introductory Econometrics A Modern Approach 7th Edition, 3. Introductory Stata (2022), 4. Introductory Microeconomics (2022), and 5. Introductory Stata: Summary Statistics and Data Management / @bobwenecon In addition to the videos on my YouTube channel, you can also learn Stata from my free Alison online courses. Introductory Stata: Summary Statistics and Data Management https://alison.com/course/introductor... Introductory Stata: Graphics and Data Visualization https://alison.com/course/introductor...