Results 231 to 240 of about 1,014,329 (297)

The Nonlinear Two-Stage Least-Squares Estimator

Journal of Econometrics, 1974
In this paper we consider estimation of the parameters of a single equation of a simultaneous equations model which is nonlinear both in variables and paarmeters. Such a model has never been analyzed in the literature to the best of our knowledge. Models in which the nonlinearity appears only in variables or only in parameters have been previously ...
Takeshi Amemiya
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Partially Generalized Least Squares and Two-Stage Least Squares Estimators

Journal of Econometrics, 1983
Abstract A class of partially generalized least squares estimators and a class of partially generalized two-stage least squares estimators in regression models with heteroscedastic errors are proposed. By using these estimators a researcher can attain higher efficiency than that attained by the least squares or the two-stage least squares estimators ...
Takeshi Amemiya
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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.
T. Sawa
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The Bias of the Two-Stage Least Squares Estimator

Journal of the American Statistical Association, 1972
Abstract This article derives the bias of the two-stage least squares estimator to the order of T-2, T being the number of observations. It is found that when the degree of overidentification in the equation concerned is unity, the 2SLS bias is zero to this order of approximation.
W. Mikhail
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Joint two‐stage multi‐innovation recursive least squares parameter and fractional‐order estimation algorithm for the fractional‐order input nonlinear output‐error autoregressive model

International Journal of Adaptive Control and Signal Processing, 2023
This paper mainly investigates the issue of parameter identification for the fractional‐order input nonlinear output error autoregressive (IN‐OEAR) model.
Chong Hu, Yan Ji, Caiqing Ma
semanticscholar   +1 more source

Instrumental Variables Two-Stage Least Squares (2SLS) vs. Maximum Likelihood Structural Equation Modeling of Causal Effects in Linear Regression Models

Structural Equation Modeling: A Multidisciplinary Journal, 2019
In the presence of omitted variables or similar validity threats, regression estimates are biased. Unbiased estimates (the causal effects) can be obtained in large samples by fitting instead the Instrumental Variables Regression (IVR) model.
Albert Maydeu-Olivares, Dexin Shi, Y. Rosseel   +2 more
semanticscholar   +1 more source

A General Weighted Average Representation of the Ordinary and Two-Stage Least Squares Estimands

Social Science Research Network, 2018
It is standard practice in applied work to study the effect of a binary variable ("treatment") on an outcome of interest using linear models with additive effects.
Tymon Sloczy'nski
semanticscholar   +1 more source

Jackknifing the two stage least squares estimator

Communications in Statistics - Simulation and Computation, 1984
A link is established between jackknifing smooth functions of regression parameter estimators in the general linear model and jackknifing the two stage least squares estimator in the simulta- neous equation model. Hinkley's weighted jackknife is explored and is shown to have a smaller variance than the standard jack- knife estimator in the context of ...
G. D. A. Phillips, B. P. McCabe
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Two-Stage Least Squares

2013
Both path analysis and multistage least squares are adequate for simultaneously assessing both direct and indirect predictors. This makes interpretation less easy. Also, path analysis does not provide overall p-values.
Ton J. Cleophas, Aeilko H. Zwinderman
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The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

Econometrica, 1972
This paper deals with two single-equation estimators in a set of simultaneous linear stochastic equations--namely, ordinary least squares (OLS) and two-stage least squares (2SLS). Under the assumption that all predetermined variables in the model are exogenous, necessary and sufficient conditions are obtained for the existence of even moments of the ...
openaire   +2 more sources