Results 161 to 170 of about 783,235 (208)

Applying Two-Stage Least Squares

1987
In an earlier decade, research studies in economic education often specified a single-equation model with one dependent endogenous variable and several exogenous explanatory variables. Ordinary least squares (OLS) was used to estimate the equation and little attention was given to justifying the exogeneity of the regressors.
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Nonstandard Distributions in Two-Stage Least Squares.

1981
Abstract : In estimating the coefficient of an endogenous variable in a single equation of a system of linear equations, Anderson and Sawa (1973) expressed the distribution of the two-stage least-squares (TSLS) estimator as a doubly noncentral F distribution.
D. R. Jensen, Mark Marcucci
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two-stage least squares and the k-class estimator

1987
Two-stage least squares (TSLS) is a method of estimating the parameters of a single structural equation in a system of linear simultaneous equations. The TSLS estimator was proposed by Theil (1953a, 1961) and independently by Basmann (1957). The early work on simultaneous equation estimation was carried out by a group of econometricians at the Cowles ...
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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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Two-Stage Orthogonal Least Squares Methods for Neural Network Construction

IEEE Transactions on Neural Networks and Learning Systems, 2015
A number of neural networks can be formulated as the linear-in-the-parameters models. Training such networks can be transformed to a model selection problem where a compact model is selected from all the candidates using subset selection algorithms. Forward selection methods are popular fast subset selection approaches.
Zhang, Long, Li, Kang, Bai, Er Wei, Irwin, George W.   +3 more
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Two-stage, least squares design of biorthogonal filter banks

IEE Proceedings - Vision, Image, and Signal Processing, 2002
A two-stage approach is employed for the design of a class of two-channel biorthogonal filter banks. The filter banks belong to the class HPFB (halfband pair filter bank) and are defined by two kernels. The parametric Bernstein polynomial is used to construct the kernels. The design of the free parameters of the Bernstein polynomial is achieved through
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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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Two-Stage Least-Squares Estimation with Shifts in the Structural Form

Econometrica, 1970
1. IN THIS NOTE we consider the estimation of linear models when the coefficients of the structural form are not the same for all observations for which the model is postulated to be valid. An example of such a model is given in [3], where some structural relations have a piecewise linear form.
Barten, A P, Bronsard, Lise Salvas
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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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Recursions for the two-stage least-squares estimators

Journal of Econometrics, 1977
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