Results 201 to 210 of about 165,475 (261)

Seasonal variation in fertility and milk production in dairy cattle under Mediterranean climate. [PDF]

Front Vet Sci
D'hallewin JSK, Darabighane B, Frau A, Cresci R, Cosseddu C, Sale S, Bebbere D, Atzori AS, Mossa F.   +8 more
europepmc   +1 more source

Creep damage model of deep granite under coupled temperature-stress conditions. [PDF]

Sci Rep
Hu J, Shi J, Wu J, Zhang S, Zhao Y, Zhao S, Sun Z, Dang H, Yuan H.   +8 more
europepmc   +1 more source

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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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Two-stage Least Squares (35 Patients)

2014
The two stage least squares method assumes that the independent variable (x-variable) is problematic, meaning that it is somewhat uncertain. An additional variable can be argued to provide relevant information about the problematic variable, and is, therefore, called instrumental variable, and included in the analysis.
Ton J Cleophas, Aeilko H Zwinderman
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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 ...
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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 ...
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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 ...
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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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When are two-stage and three-stage least squares estimators identical?

Economics Letters, 1981
Abstract Necessary and sufficient conditions are derived for the numerical equivalence of the two-stage and three-stage least squares estimators in a linear simultaneous equations model. The conditions are easy to verify in any practical application.
Fiebig, D., Kapteyn, A.J.
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