explanatory variable on the dependent variable. Instrumental variable methods allow for consistent estimation when the explanatory variables (covariates)...

instruments, but uses generalized method of moments estimation rather than instrumental variables estimation. In the Arellano–Bond method, first difference...

American economist who in 1928 first proposed the use of instrumental variables estimation as the earliest known solution to the identification problem...

estimators Regression dilution Statistical hypothesis testing Instrumental variables estimation Amemiya 1985, Definition 3.4.2. Lehman & Casella 1998, p. 332...

than RCTs Mendelian randomization (MR) is fundamentally an instrumental variables estimation method hailing from econometrics. The method uses the properties...

transformation Feature extraction Feature learning Hashing trick Instrumental variables estimation Kernel method List of datasets for machine learning research...

errors-in-variables model or a measurement error model is a regression model that accounts for measurement errors in the independent variables. In contrast...

semi-parametric and non-parametric estimation, specification testing, non-parametric instrumental variables, estimation of high-dimensional models, and functional...

(dependent variable) and one or more explanatory variables (regressor or independent variable). A model with exactly one explanatory variable is a simple...

44.12.1650. Hansen, C.; McDonald, J.; Newey, W. (2010). "Instrumental Variables Estimation with Flexible Distributions". Journal of Business and Economic...

"Problems with Instrumental Variables Estimation when the Correlation between the Instrument and the Endogenous Explanatory Variable Is Weak". Journal...

econometrics and statistics, including treatment effect models, instrumental variable estimation, matching estimators, difference in differences, and synthetic...

prices. Difference in difference Regression discontinuity Instrumental variables estimation Abadie, Alberto; Diamond, Alexis; Hainmueller, Jens (February...

on controls for confounding variables, fixed effects models and difference-in-differences, instrumental variables estimation and regression discontinuity...

account for the same econometric problem. Instrumental variables, for example, attempt to model the endogenous variable X as an often invertible model with...

of observable variables, one would expect there to be continuity in predetermined variables at the treatment cutoff. Since these variables were determined...

determining selection are fixed over time (time invariant). Instrumental variables estimation accounts for selection bias by modelling participation using...

College, Cambridge. He made many contributions, notably in instrumental variables estimation, Edgeworth expansions for the distributions of econometric...

1997). Moreover, maximum likelihood estimation methods provide guidance for devising more efficient instrumental variables estimators that take into account...

(observable "explanatory" or "exogenous" variables, sometimes designated as x) and outputs (observable "endogenous" variables, y). Nonstructural methods have a...

Regression discontinuity designs Propensity score matching Instrumental variables estimation Consider an example where all units are unemployed individuals...

endogenous variables). Durbin–Wu–Hausman test Sargan, J. D. (1958). "The Estimation of Economic Relationships Using Instrumental Variables". Econometrica...

use a modified, more structured estimation method (e.g., difference in differences estimation and instrumental variables, among many others) that produce...

model, the use of moment conditions for estimation, instrumental variables (IV) and maximum likelihood estimation. With that in mind, the organization of...

separates variables whose values are determined by the model from variables which are predetermined. Ignoring simultaneity in the estimation leads to biased...

explanatory variables) by the principle of least squares: minimizing the sum of the squares of the differences between the observed dependent variable (values...

1017/S0266466600005284. S2CID 119782828. — (1990). "Efficient Instrumental Variables Estimation of Nonlinear Models". Econometrica. 58 (4): 809–837. doi:10...

about the relationship between one or more dependent variables (Y) and one or more independent variables (X). Regression analysis Linear regression Least...

Peter; Singleton, Kenneth J. (September 1982). "Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models". Econometrica....

variables. A chief motivating concern in the use of sensitivity analysis is the pursuit of discovering confounding variables. Confounding variables are...