Instrumental Variable Estimation with the R Package ivtools
نویسندگان
چکیده
منابع مشابه
Censored Quantile Instrumental Variable Estimation with Stata
Many applications involve a censored dependent variable and an endogenous independent variable. Chernozhukov et al. (2015) introduced a censored quantile instrumental variable estimator (CQIV) for use in those applications, which has been applied by Kowalski (2016), among others. In this article, we introduce a Stata command, cqiv, that simplifes application of the CQIV estimator in Stata. We s...
متن کاملEmpirical Example: Instrumental Variable Estimation
So on average, a woman with more than two kids works 6 weeks fewer than her counterpart with fewer than 2 kids. The result changes a little after we include age as the regressor. The question is, does this correlation imply causality? So the key regressor is morekids. The main concern is that morekids may be endogenous, i.e., correlated with the error term, due to simultaneity or omitted variab...
متن کاملShrinkage methods for instrumental variable estimation∗
This paper proposes shrinkage methods for instrumental variable estimation to solve the “many instruments” problem. Even though using a large number of instruments reduces the asymptotic variances of the estimators, it has been observed both in theoretical works and in practice that in finite samples the estimators may behave very poorly if the number of instruments is large. This problem can b...
متن کاملInstrumental Variable Estimation for Duration Data
In this article we develop an Instrumental Variable estimation procedure that corrects for possible endogeneity of a variable in a duration model. We assume a Generalized Accelerated Failure Time (GAFT) model. This model is based on transforming the durations and assuming a distribution for these transformed durations. The GAFT model encompasses two competing approaches to duration data; the (M...
متن کاملInstrumental Variable Estimation Based on Mean
We propose a general estimation principle based on the assumption that instrumental variables (IV) do not explain the error term in a structural equation. The estimators based on this principle is independent of the normalization constraint, unlike the standard IV estimators such as the two-stage least squares estimator. Using the new principle, we propose the L1 IV estimator, which is an IV es...
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: Epidemiologic Methods
سال: 2019
ISSN: 2161-962X,2194-9263
DOI: 10.1515/em-2018-0024