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-likelihood methods weighted by the inverse of the IV propensity score - so-called inverse probability weighted regression adjustment …
Persistent link: https://www.econbiz.de/10013457343
context of linear regression models, penalised regression has become the de facto benchmark technique used to trade off … number of advantages over the penalised regression methods: It is based on statistical inference and is therefore easier to …
Persistent link: https://www.econbiz.de/10011444508
This paper illustrates that the generalized propensity score method can easily be applied with multiple continuous endogenous treatment variables. Consistency proofs carry over straightforwardly to this general case, and the approach is shown to work well in finite samples with various...
Persistent link: https://www.econbiz.de/10009691700
Making use of restrictions imposed by equilibrium, theoretical progress has been made on the nonparametric and semiparametric estimation and identification of scalar additive hedonic models (Ekeland, Heckman, and Nesheim, 2002) and scalar nonadditive hedonic models (Heckman, Matzkin, and...
Persistent link: https://www.econbiz.de/10011509388
. -- Panel regression ; multiplicative measurement errors ; bias correction ; asymptotic variance ; disclosure control …
Persistent link: https://www.econbiz.de/10003824983
Persistent link: https://www.econbiz.de/10003497528
and the IV estimand is no longer interpretable as a causal effect under a weaker version of monotonicity, i.e. when there …
Persistent link: https://www.econbiz.de/10012510217
logistic regression (parametric) and one model using Classification and Regression Trees (CART, nonparametric). The models are …
Persistent link: https://www.econbiz.de/10003910674
in the data can be calculated with local polynomial regression. A change in the sign of the slope can be interpreted as a …
Persistent link: https://www.econbiz.de/10011450892
Empirically analyzing household behavior usually relies on informal data preprocessing. That is, before an econometric model is estimated, observations are selected in such a way that the resulting subset of data can be assumed to be sufficiently homogeneous with respect to the specific research...
Persistent link: https://www.econbiz.de/10010458584