Results 21 to 30 of about 152,051 (253)
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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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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Generalized Instrumental Variables
CoRR, 2002 This paper concerns the assessment of direct causal effects from a combination of: (i) non-experimental data, and (ii) qualitative domain knowledge. Domain knowledge is encoded in the form of a directed acyclic graph (DAG), in which all interactions are assumed linear, and some variables are presumed to be unobserved. We provide a generalization of the
Brito, Carlos, Pearl, Judea
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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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REndo: Internal Instrumental Variables to Address Endogeneity
Journal of Statistical Software, 2023 Endogeneity is a common problem in any causal analysis. It arises when the independence assumption between an explanatory variable and the error in a statistical model is violated.
Raluca Gui +3 more
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Some Useful Matrix Derivatives with Statistical Applications in Econometrics [PDF]
The Egyptian Statistical Journal, 2006 In this paper we present some useful results in matrix calculus which will be used in econometrics. As an application of these results an iterative instrumental variable estimator (IVE) interpretation will be introduced and given for the maximum ...
Sayed El-Sayed
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Effect of hospital assignment on mortality for AMI patients
BMC Health Services Research, 2023 Background International guidelines recommend percutaneous coronary intervention (PCI) to treat acute myocardial infarction (AMI) if PCI can be performed within two hours.
Mari Grøsland +2 more
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Econometrics, 2017 Swamy et al. (2015) argue that valid instruments cannot exist when a structural model is misspecified. This note shows that this is not true in general. In simple examples valid instruments can exist and can help to estimate parameters of interest.
Burkhard Raunig
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Frontiers in Microbiology, 2023 IntroductionPrevious research has reported that the gut microbiota performs an essential role in sleep through the microbiome–gut–brain axis. However, the causal association between gut microbiota and sleep remains undetermined.MethodsWe performed a two ...
Jun Wu +9 more
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Instrumental variables, local instrumental variables and control functions [PDF]
We consider the identification of the average treatment effect in models with continuous endogenous variables whose impact is heterogeneous. We derive a testable restriction that allows us to assess the degree of unobserved heterogeneity. Our analysis uses assumptions relating to the Local Instrumental Variables (LIV) approach and the control function ...
Jean-Pierre Florens +3 more
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