This note develops a simple two-stage least squares (2SLS) procedure to estimate the causal effect of some endogenous regressors on a randomly right censored outcome in the linear model. The proposal replaces the usual ordinary least squares regressions of the standard 2SLS by weighted least squares regressions. The weights correspond to the inverse probability of censoring. We show consistency and asymptotic normality of the estimator. The estimator exhibits good finite sample performances in simulations.

翻译：本说明开发了一个简单的两阶段最小方块(2SLS)程序,以估计某些内生递减者对线性模型中随机右侧检查结果的因果关系。 该提案用加权最小方块回归取代标准 2SLS 通常的普通最小方块回归。 加权数相当于检查的反差。 我们显示了估量器的一致性和无症状的正常性。 估量器在模拟中展示了良好的有限样本性能 。