|
|
|
|
Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments
|
|
|
|
|
|
|
|
نویسنده
|
sheikhi ayyub ,rezapour mohsen ,hoseinkhani hamid
|
|
منبع
|
journal of the iranian statistical society - 2020 - دوره : 19 - شماره : 2 - صفحه:15 -31
|
|
چکیده
|
In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. we investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. a real numerical application is also provided for more illustration
|
|
کلیدواژه
|
Endogeneity ,Shrinkage Estimators ,Measurement Error Models ,Instrumental Variable ,Two Stage Least Square
|
|
آدرس
|
shahid bahonar university of kerman, faculty of mathematics and computer, department of statistics, Iran, university of texas health science center at houston (uthealth), school of public health, department of biostatistics and data science, USA, university of birjand, department of statistics, Iran
|
|
پست الکترونیکی
|
hamidhosenkhani@yahoo.com
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|