Results 261 to 270 of about 788,535 (301)

Two‐Stage Least Squares Analysis of Hierarchical Linear Models

Biometrical Journal, 1986
AbstractThis paper has two major objectives. The first is to present a two‐stage least squares procedure for estimation of the parameters in a linear model whose parameters are in themselves linear functions of some hyperparameters. The second, and perhaps more important point, is that the new estimator can be shown to be generally more precise than ...
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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.
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Estimated Residual Covariance Matrix of Two Stage Least Squares and Computation of Three Stage Least Squares Estimates

International Economic Review, 1974
THE THREE STAGE LEAST SQUARES (3SLS), as proposed by Zellner and Theil [4], is a procedure for estimating simultaneously a complete system of linear stochastic structural equations. The estimilator is a straightforward application of Aitken's generalized least squares after a suitable transformation is applied to the system.
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Two-Stage Least Squares Estimation of Interaction Effects

2017
This chapter provides a largely nontechnical description of an alternative technique to include interactions of latent variables in structural equation models. It also provides a generic description of a model with interactions of latent variables with multiple indicators.
Kenneth A. Bollen, Pamela Paxton
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Estimating Logistic Regressions with Two Stage Least Squares

SSRN Electronic Journal, 2018
I develop an algorithm to estimate a flexible binary regression model with endogeneity by repeatedly solving a two-stage least squares problem; the algorithm is numerically stable and guaranteed to converge regardless of starting value. The method is numerically stable even when a successful outcome is rare because it has a uniformly small condition ...
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A two-stage least-squares procedure for system identification

IEEE Transactions on Automatic Control, 1981
A new two-stage least-squares method is developed for system identification. This method is computationally simpler than earlier methods when the system order is high. The method is then experimentally compared with other methods. Moreover, recursive algorithms for on-line identification are presented along with computer simulation data.
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Simultaneous Equation Models and Two-Stage Least Squares

Sociological Methodology, 1979
In the last several years, sociologists have expanded their interest in simultaneous equation models beyond recursive systems. (See, for example, Duncan and others, 1971; Gurr and Duvall, 1973; Hawkes, 1975; Hibbs, 1973; Kohn and Schooler, 1973; Waite and Stolzenberg, 1976.) The purpose of this chapter is to present some results of potential use in ...
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Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate

Econometrica, 1979
Anderson, T W, Sawa, Takamitsu
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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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GENERALISED TWO‐STAGE LEAST SQUARES: A NOTE

Metroeconomica, 1978
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