Flexible instrumental variable distributional regression
نویسندگان
چکیده
منابع مشابه
Instrumental Variable Quantile Regression * †
Quantile regression is an increasingly important tool that estimates the conditional quantiles of a response Y given a vector of regressors D. It usefully generalizes Laplace’s median regression and can be used to measure the effect of covariates not only in the center of a distribution, but also in the upper and lower tails. For the linear quantile model defined by Y = D′γ(U) where D′γ(U) is s...
متن کاملDoubly Robust Instrumental Variable Regression
Instrumental variable (IV) estimation typically requires the user to correctly specify the relationship between the regressors and the outcome to obtain a consistent estimate of the effects of the treatments. This paper proposes doubly robust IV regression estimators that only require the user to either correctly specify the relationship between the measured confounding variables (i.e., include...
متن کاملOracle Inequality for Instrumental Variable Regression
where φ is the parameter of interest which models the relationship while U is an error term. Contrary to usual statistical regression models, the error term is correlated with the explanatory variables X, hence E(U |X) 6= 0, preventing direct estimation of φ. To overcome the endogeneity of X, we assume that there exists an observed random variable W , called the instrument, which decorrelates t...
متن کاملBootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
This article considers the problem of assessing the distributional consequence s of a treatment on some outcome variable of interest when treatment intake is (possibly) nonrandomized , but there is a binary instrument available for the researcher. Such a scenario is common in observationa l studies and in randomized experiments with imperfect compliance. One possible approach to this problem is...
متن کاملROBUSTNESS OF BOOTSTRAP IN INSTRUMENTAL VARIABLE REGRESSION By
This paper studies robustness of bootstrap inference methods for instrumental variable regression models. In particular, we compare the uniform weight and implied probability bootstrap approximations for parameter hypothesis test statistics by applying the breakdown point theory, which focuses on behaviors of the bootstrap quantiles when outliers take arbitrarily large values. The implied proba...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series A (Statistics in Society)
سال: 2020
ISSN: 0964-1998,1467-985X
DOI: 10.1111/rssa.12598