Results 11 to 20 of about 879,103 (205)
Nonparametric instrumental variable estimation [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2017 In this article, we introduce the commands npiv and npivcv, which implement nonparametric instrumental-variable (NPIV) estimation methods without and with a cross-validated choice of tuning parameters, respectively. Both commands can impose the constraint that the resulting estimated function is monotone.
Wilhelm, D, Kim, D, Chetverikov, D
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Generalized Instrumental Variable Models [PDF]
Econometrica, 2013 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Andrew Chesher, Adam Rosen
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Instrumental Variables Regression with Weak Instruments [PDF]
Econometrica, 1997 Summary: This paper develops asymptotic distribution theory for single-equation instrumental variables regression when the partial correlations between the instruments and the endogenous variables are weak, here modeled as local to zero. Asymptotic representations are provided for various statistics, including two-stage least squares (TSLS) and limited
Douglas Staiger, James H. Stock
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Instrumental Variable Analysis in Atmospheric and Aerosol Chemistry
Frontiers in Environmental Science, 2020 Due to the complex nature of ambient aerosols arising from the presence of myriads of organic compounds, the chemical reactivity of a particular compound with oxidant/s are studied through chamber experiments under controlled laboratory conditions ...
Prashant Rajput, Tarun Gupta
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Instrumental variable estimation of truncated local average treatment effects.
PLoS ONE, 2021 Instrumental variable (IV) analysis is used to address unmeasured confounding when comparing two nonrandomized treatment groups. The local average treatment effect (LATE) is a causal estimand that can be identified by an IV.
Byeong Yeob Choi
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Local instrumental variables [PDF]
, 2001 This paper unites the treatment effect literature and the latent variable literature. The economic questions answered by the commonly used treatment effect parameters are considered. We demonstrate how the marginal treatment effect parameter can be used in a latent variable framework to generate the average treatment effect, the effect of treatment on
James J. Heckman, Edward J. Vytlacil
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The impact of greenspace on air pollution: Empirical evidence from China
Ecological Indicators, 2023 Can green vegetation absorb air pollutants and control regional air pollution? The existing research has not reached a consistent conclusion on this issue.
Hongshan Ai, Xi Zhang, Zhengqing Zhou
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Nonparametric instrumental variable estimation under monotonicity [PDF]
, 2014 The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that restricting the
Chetverikov, Denis, Wilhelm, Daniel
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IEEE Access, 2020 This paper proposes a new smoothly clipped absolute deviation (SCAD) regularized recursive subspace model identification algorithm with square root(SR) extended instrumental variable (EIV) and locally optimal variable forgetting factor (LOFF).
Jian-Qiang Lin +2 more
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Simultaneous Maximum Likelihood Estimation for Piecewise Linear Instrumental Variable Models
Entropy, 2022 Analysis of instrumental variables is an effective approach to dealing with endogenous variables and unmeasured confounding issue in causal inference. We propose using the piecewise linear model to fit the relationship between the continuous instrumental
Shuo Shuo Liu, Yeying Zhu
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