Nonparametric instrumental variable (NPIV) estimation is a cutting‐edge methodological framework employed to uncover causal relationships in the presence of endogenous regressors, without imposing ...

In the usual Gauss-Markov (GM) framework of structural linear models, the GM estimators of the regression parameters become inconsistent if at least one of the ...

This paper extends the usual Instrumental Variables estimator of the parameters of a linear regression involving stochastic regressors to the case where these parameters are subject to exact linear ...

A frequent problem in the estimation of linear regression models is that the predictors are correlated with the error term contained in the regression equation. To ...

Abstract: Bias due to unobserved confounding can seldom be ruled out with certainty when estimating the causal effect of a nonrandomized treatment. The instrumental variable (IV) design offers, under ...

RESULTS: Among 6,232 elderly patients, the instrumental variable estimate indicated an increase in median survival of 33 days and an improvement in 1-year survival of 9% attributable to chemotherapy.

Several of the estimation methods supported by PROC MODEL are instrumental variables methods. There is no standard method for choosing instruments for nonlinear regression. Few econometric textbooks ...

“LIKE elaborately plumed birds…we preen and strut and display our t-values.” That was Edward Leamer's uncharitable description of his profession in 1983. Mr Leamer, an economist at the University of ...