Results 161 to 170 of about 787,874 (201)

Recursions for the two-stage least-squares estimators

Journal of Econometrics, 1977
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On the efficiency of two-stage and three-stage least squares estimators

Econometric Reviews, 1988
This paper utilizes the results of Kruskal (1968), Zyskind (1967), and more recently Milliken and Albohali (1984) to derive a simple necessary and sufficient condition for 3SLS to be equivalent to 2SLS. This condition depends upon the inverse of the variance:covariance matrix of the disturbances, and the set of second stage regressors of each ...
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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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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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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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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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Efficiency of Two-Stage and Three-Stage Least Squares Estimators

Econometrica, 1978
Srivastava, V K, Tiwari, Ramji
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A Reinterpretation of Two and Three Stage Least Squares

International Economic Review, 1976
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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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