Results 271 to 280 of about 7,731 (299)

The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators

Journal of the American Statistical Association, 1969
Abstract This paper presents the exact sampling distributions of the ordinary and the two-stage least squares estimators of a structural parameter in a structural equation with two endogenous variables in a complete system of stochastic equations. The results show that the distributions of the two estimators are essentially similar to each other.
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The Effects of Causal Feedback On Ordinary Least-Squares Estimators

Sociological Methods & Research, 1974
When a causal model includes a feedback loop, ordinary least-squares (OLS) is an inappropriate, biased estimation technique. Furthermore, since the system is nonrecursive, a simple application of path analysis or regression is precluded. If the causal feedback is indirect, however, or involves one or more weak causal links, the bias will tend to be ...
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Recovery of Weak Common Factors by Maximum Likelihood and Ordinary Least Squares Estimation

Multivariate Behavioral Research, 2003
This article examines the relative performance of two commonly used methods of parameter estimation in factor analysis, maximum likelihood (ML) and ordinary least squares (OLS). It is shown that ML will sometimes fail to recover a known population factor structure when OLS succeeds.
Nancy E, Briggs, Robert C, MacCallum
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Ordinary Least Squares Estimation of Parameters in Exploratory Factor Analysis With Ordinal Data

Multivariate Behavioral Research, 2012
Exploratory factor analysis (EFA) is often conducted with ordinal data (e.g., items with 5-point responses) in the social and behavioral sciences. These ordinal variables are often treated as if they were continuous in practice. An alternative strategy is to assume that a normally distributed continuous variable underlies each ordinal variable. The EFA
Chun-Ting, Lee, Guangjian, Zhang, Michael C, Edwards   +2 more
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A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators

Econometrica, 1971
Richardson, David H, Wu, De-Min
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Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Econometrica, 1973
This paper deals with single-equation estimators in a simultaneous system of linear stochastic equations and approximates the distribution function of the two-stage least-squares estimators up to terms whose order of magnitude is 1//N_, where N is the sample size.
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A minimum matrix valued risk estimator combining restricted and ordinary least squares estimators

Communications in Statistics - Theory and Methods, 2023
Buatikan Mirezi, Nimet Ozbay, Selahattin Kaçıranlar   +2 more
exaly  

A simulation study of biased estimators against the ordinary least squares estimator

Communications in Statistics - Simulation and Computation, 1993
C Thiart, T.T Dunne, C.G Troskie, D.O Chalton   +3 more
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Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable and Two-Stage Least Squares Estimators

International Economic Review, 1970
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Assumptions of ordinary least-squares estimation

2007
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