Instrumental variable estimation based on grouped data

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Instrumental Variable Estimation Based on Mean

We propose a general estimation principle based on the assumption that instrumental variables (IV) do not explain the error term in a structural equation. The estimators based on this principle is independent of the normalization constraint, unlike the standard IV estimators such as the two-stage least squares estimator. Using the new principle, we propose the L1 IV estimator, which is an IV es...

متن کامل

Instrumental Variable Estimation for Duration Data

In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for these transformed durations. The GAFT model encompasses two competing approaches to duration data; the (M...

متن کامل

Empirical Example: Instrumental Variable Estimation

So on average, a woman with more than two kids works 6 weeks fewer than her counterpart with fewer than 2 kids. The result changes a little after we include age as the regressor. The question is, does this correlation imply causality? So the key regressor is morekids. The main concern is that morekids may be endogenous, i.e., correlated with the error term, due to simultaneity or omitted variab...

متن کامل

Isotonic estimation for grouped data

A non-parametric estimator of a non-increasing density is found in a class of piecewise linear functions when the data consist only of counts. An EM-Algorithm for computing the estimator is developed, and the iterates in the algorithm are shown to converge to the maximum likelihood estimator. Potential applications to distance sampling models are described and illustrated with a numerical examp...

متن کامل

Shrinkage methods for instrumental variable estimation∗

This paper proposes shrinkage methods for instrumental variable estimation to solve the “many instruments” problem. Even though using a large number of instruments reduces the asymptotic variances of the estimators, it has been observed both in theoretical works and in practice that in finite samples the estimators may behave very poorly if the number of instruments is large. This problem can b...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Statistica Neerlandica

سال: 2005

ISSN: 0039-0402,1467-9574

DOI: 10.1111/j.1467-9574.2005.00296.x