最近在看一个外文文献 这是稳定性检验的一部分话 我知道他是要用工具变量解决内生性问题
但是他是怎么解决的那两步我不太明白 运用的是什么方法? 谁能帮我解释一下 谢谢啦
原文如下
In order to shield our results from the potential problem of endogeneity, we follow Wooldridge (2002) and use the instrumental variable technique for probit models.18 The estimation of probit models with continuous endogenous explanatory variables involves two steps:
i) run the OLS regression for each endogenous variable on the instrumental variables and all other exogenous regressors and save the residual terms,
and ii) estimate a probit model by including the residual terms from step (i) in the list of regressors.



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