- 2SPS和2RIS都是处理内生性的方法,两者区别在于第二阶段回归的差异,2SPS使用第一阶段回归的预测值和其余外生变量,2RIS是使用第一阶段回归的残差、内生变量和其余外生变量。
- 2SLS是2SPS的特例。(The 2SLS approach of linear IV models can be viewed as a special case of control function methods (Telser 1964), where both first and second stage regressions are linear. )出处:Basu A, Coe N B, Chapman C G. 2sls versus 2sri: A ppropriate methods for rare outcomes and/or rare exposures[J]. Health economics, 2018, 27(6): 937-955.
- 推荐两篇文献:Terza, J. V., Basu, A., & Rathouz, P. J. (2008). Two-stage residual inclusion estimation: addressing endogeneity in health econometric modeling. Journal of health economics, 27(3), 531-543.WoolWooldridge, J. M. (2015). Control function methods in applied econometrics. Journal of Human Resources, 50(2), 420-445.