搜索结果: 1-13 共查到“Instrumental variables”相关记录13条 . 查询时间(0.078 秒)
Regularization methods for high-dimensional instrumental variables regression with an application to genetical genomics
Causal inference Confounding Endogeneity Sparse regression
2016/1/25
In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expres...
Regularization methods for high-dimensional instrumental variables regression with an application to genetical genomics
Causal inference Confounding Endogeneity Sparse regression
2016/1/20
In genetical genomics studies, it is important to jointly analyze gene expression data and genetic variants in exploring their associations with complex traits, where the dimensionality of gene expres...
The chapter discusses generalized method of moments (GMM) estimation
methods for spatial models. Much of the discussion is on GMM estimation of
Cliff-Ord-type models where spatial interactions are m...
Optimal Instrumental Variables Estimation for ARMA Models
ARMA conditional heteroskedasticity instrumental variables
2015/9/22
In this paper a new class of Instrumental Variables estimators for linear processes
and in particular ARMA models is developed. Previously, IV estimators based on lagged
observations as instruments ...
Estimating the Effect of Elite Communications on Public Opinion Using Instrumental Variables
Elite Communications Public Opinion Instrumental Variables
2015/6/5
A central question in the study of democratic polities is the extent to which elite opinion about policy shapes public opinion.Estimating the impact of elites on mass opinion is difficult because of e...
In many economic models, objects of interest are functions which satisfy conditional moment restrictions. Economics does not restrict the functional form of these models, motivating nonparametric meth...
High-dimensional instrumental variables regression and confidence sets
Instrumental variables sparsity STIV estimator endogeneity high-dimensional regression conic programming optimal instruments hereroscedasticity confidence intervals non-Gaussian errors variable selection unknown variance sign consistency
2011/6/17
We propose an instrumental variables method for estimation in linear models with endogenous
regressors in the high-dimensional setting where the sample size n can be smaller than the number
of possi...
Weak Instrumental Variables Models for Longitudinal Data
Longitudinal Data Nearly Weak Instruments Panel Data Weak Instruments Within-group TSLS Estimator
2011/4/1
This paper considers the estimation and testing of a within-group two-stage least squares (TSLS) estimator for instruments with varying degrees of weakness in a longitudinal (panel) Data model. We sho...
LASSO Methods for Gaussian Instrumental Variables Models
LASSO Methods Gaussian Instrumental Variables Models
2011/3/2
In this note, we propose the use of sparse methods (e.g. LASSO, Post-LASSO,p LASSO, and Post-
p LASSO) to form rst-stage predictions and estimate optimal instru-ments in linear instrumental variable...
LASSO Methods for Gaussian Instrumental Variables Models
Methodology (stat.ME) Statistics Theory (math.ST)
2010/12/17
In this note, we propose to use sparse methods (e.g. LASSO, Post-LASSO, sqrt-LASSO, and Post-sqrt-LASSO) to form first-stage predictions and estimate optimal instruments in linear instrumental variabl...
Weak Instrumental Variables Models for Longitudinal Data
Weak Instrumental Variables asymp-totic consistency limiting distribution
2011/4/2
In this paper, we study a weak instrumental variables model for longitudinal data. A two stage least-squares estimator (the instrumental variables estimator) is presented. We show that the asymp-totic...
Convergency and Divergency of Functional Coefficient Weak Instrumental Variables Models
Discontinuity Divergence Endogenous variables Functional coefficient model Weak instrumental variables Local linear fitting Simultaneous equations
2011/4/6
In this paper, we consider a simultaneous equations model under a functional coefficient representation for the structural equation of interest and adopt the local-to-zero assumptions as in Staiger an...
Effient Estimation of Partially Varying Coefficient Instrumental Variables Models
Endogenous variables Functional-coefficient models Instrumental variables Local linear fitting Nonparametric smoothing Simultaneous equations
2011/4/6
We study a new class of semiparametric instrumental variables models with the structural function represented by a partially varying coefficient functional form. Under this representation, the models ...