Two Stage Least Squares Method

Поділитися
Вставка
  • Опубліковано 1 лют 2025

КОМЕНТАРІ • 40

  • @parulchauhan8777
    @parulchauhan8777 4 роки тому +2

    A big thanks for making this lecture series. It is really very helpful. I have a request though, i have my final semester examinations from the first week of july. It would be of great help if you upload lectures on these topics : logit, probit model, chow test, time series analysis. Thank you once again.

    • @GarimaGupta
      @GarimaGupta  4 роки тому +2

      Your appreciation means a lot. Will try to cover your topics soon.

  • @lipusena1388
    @lipusena1388 Рік тому +1

    Great lesson ma'am. ❤❤

  • @himangisingh9128
    @himangisingh9128 4 роки тому +3

    So beautifully explained! Thank you so much ❤❤❤

    • @GarimaGupta
      @GarimaGupta  4 роки тому

      Glad it was helpful! Thank you for watching! Please support by subscribing to this channel. :)

  • @abishekbanotraa2420
    @abishekbanotraa2420 4 роки тому +2

    Improving day by day mam 👏 confidence too is increasing 😁😁

  • @ashmises6619
    @ashmises6619 2 роки тому

    Great video! Really helped me learn quickly!

  • @amritasengupta4260
    @amritasengupta4260 4 роки тому +2

    For identification, in ILS we used both order and rank condition.
    But here we have to use only the order condition?

    • @GarimaGupta
      @GarimaGupta  4 роки тому +2

      With order condition we check whether the equation is under identified, over identified or exactly identified so that we can get to know which method to apply whether ILS or 2SLS. But to check whether our equation is identifiable, order condition is not sufficient. For that, it is required to check rank condition.

    • @GarimaGupta
      @GarimaGupta  4 роки тому +2

      Note: For large models in practice, applying rank condition is a formidable task. Therefore, the order condition is usually sufficient to ensure identifiability and although it is important to be aware of the rank condition, a failure to verify it will rarely result in disaster.

    • @amritasengupta4260
      @amritasengupta4260 4 роки тому

      Thank you!

  • @sumanadas3577
    @sumanadas3577 Рік тому

    Thanks a lot for 2SLS ❤️

  • @harshitkhilani5796
    @harshitkhilani5796 2 роки тому +1

    Mam,
    How did you apply the order condition and identified overidentified, under identified and so on I am confused over there.

    • @nimra9679
      @nimra9679 9 місяців тому

      Exactly mu question, someone ans. Plz

  • @sumitkumarmaji9158
    @sumitkumarmaji9158 Рік тому

    Thank you for the lucid explanation. I have one doubt. After the 1st stage when the endogenous variable y2 hat is determined, in the second stage, can we use some more exogenous (Xi) variables? Why I'm asking, that some of the exogenous variables may not be related to Y2 but important for Y1. So can we included them later in the second stage???

  • @Hum_Bharat_Ke
    @Hum_Bharat_Ke 2 роки тому

    3sls method please....btw this video's were awesome easily understood and comprehensible

  • @daminiayeshkamohit9437
    @daminiayeshkamohit9437 3 роки тому +1

    Hello, what if the equations are perfectly identical pls. Thanks

    • @GarimaGupta
      @GarimaGupta  3 роки тому

      Method of indirect least squares is applied there.

  • @swativerma5530
    @swativerma5530 4 роки тому +1

    Tq mam for this video

  • @a.b.7630
    @a.b.7630 2 роки тому

    Is u* the proxy or instrumental variable in the 2sls method...please reply ma'am . Very confused.

  • @abhijeetkumarmaurya4697
    @abhijeetkumarmaurya4697 2 роки тому

    in 2sls,from equation 3 how can we find the value of pi's

  • @vikashkmarrana5673
    @vikashkmarrana5673 4 роки тому +1

    Mam can you please tell me how equation 3 and equation 4 comes

    • @GarimaGupta
      @GarimaGupta  4 роки тому

      See, equation 3 is basically the General form of the reduced equation since all the predetermined variables are on the RHS.
      Pi's are just the parameters of this equation. And eq 4 is obtained by running OLS regression.

    • @GarimaGupta
      @GarimaGupta  4 роки тому

      To specify, eq 3 is the reduced-form equation of the structural-form income equation.

  • @mahendrasolutionmastery3166
    @mahendrasolutionmastery3166 3 роки тому +2

    Hi Mam 3ls method give explain

  • @SabirDenbelo
    @SabirDenbelo Рік тому

    thanks a lot for 2sls

  • @RishiGuptaa
    @RishiGuptaa 4 роки тому +2

    Can i have online classes from you?

  • @sandeshsingh6432
    @sandeshsingh6432 4 роки тому +1

    Wonderful... 😘❤

  • @himangisingh9128
    @himangisingh9128 4 роки тому

    Can you please do a video for 3SLS

  • @pavithrap5767
    @pavithrap5767 3 роки тому

    Are u working now?
    Can u do these with data's

  • @nimra9679
    @nimra9679 9 місяців тому

    Mam, ap order conditions kindly solve kr k de dein income and money supply equation ki? Ya kisi k pas b solution h tou kindly share.

  • @sakshammahajan7796
    @sakshammahajan7796 2 роки тому +1

    👏👏💯😍

  • @soha7157
    @soha7157 4 роки тому +1

    ✨🌠💯

  • @sumanadas3577
    @sumanadas3577 2 роки тому

    Ma'am why haven't you made the videos on IV method and 3SLS method 😭..... It's truely needed from you tonight... Tomorrow is my exam....
    I am suffering a lot by other study materials 😭😭😭