Faster access than browser!
54 relations: Alan Krueger, Analysis of variance, Average treatment effect, Bayesian network, Bias (statistics), Bias of an estimator, Cambridge University Press, Causal graph, Causal inference, Coefficient of determination, Consistent estimator, Correlation and dependence, Daniel McFadden, David A. Jaeger, Dependent and independent variables, Econometrica, Econometrics, Endogeneity (econometrics), Epidemiology, Errors and residuals, Errors-in-variables models, F-test, Fixed effects model, Frisch–Waugh–Lovell theorem, Generalized method of moments, Grading in education, Homoscedasticity, Idempotence, Identifiability, International Statistical Institute, James Heckman, Joshua Angrist, Journal of Clinical Epidemiology, Journal of Economic Perspectives, Journal of Personality and Social Psychology, Journal of the American Statistical Association, Judea Pearl, Least squares, Mark Thoma, Null hypothesis, Olav Reiersøl, Omitted-variable bias, Ordinary least squares, Parameter identification problem, Projection (linear algebra), Random effects model, Regression analysis, Sargan–Hansen test, Scientific control, Sewall Wright, ..., Statistics, System of equations, The Journal of Human Resources, Variance. Expand index (4 more) »
Alan Krueger
Alan Bennett Krueger (born September 17, 1960) is an American economist who is the Bendheim Professor of Economics and Public Affairs at Princeton University and Research Associate at the National Bureau of Economic Research.
New!!: Instrumental variables estimation and Alan Krueger · See more »
Analysis of variance
Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between groups) used to analyze the differences among group means in a sample.
New!!: Instrumental variables estimation and Analysis of variance · See more »
Average treatment effect
The average treatment effect (ATE) is a measure used to compare treatments (or interventions) in randomized experiments, evaluation of policy interventions, and medical trials.
New!!: Instrumental variables estimation and Average treatment effect · See more »
Bayesian network
A Bayesian network, Bayes network, belief network, Bayes(ian) model or probabilistic directed acyclic graphical model is a probabilistic graphical model (a type of statistical model) that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG).
New!!: Instrumental variables estimation and Bayesian network · See more »
Bias (statistics)
Statistical bias is a feature of a statistical technique or of its results whereby the expected value of the results differs from the true underlying quantitative parameter being estimated.
New!!: Instrumental variables estimation and Bias (statistics) · See more »
Bias of an estimator
In statistics, the bias (or bias function) of an estimator is the difference between this estimator's expected value and the true value of the parameter being estimated.
New!!: Instrumental variables estimation and Bias of an estimator · See more »
Cambridge University Press
Cambridge University Press (CUP) is the publishing business of the University of Cambridge.
New!!: Instrumental variables estimation and Cambridge University Press · See more »
Causal graph
In statistics, econometrics, epidemiology, genetics and related disciplines, causal graphs (also known as path diagrams, causal Bayesian networks or DAGs) are graphical models used to encode assumptions about the data-generating process.
New!!: Instrumental variables estimation and Causal graph · See more »
Causal inference
Causal inference is the process of drawing a conclusion about a causal connection based on the conditions of the occurrence of an effect.
New!!: Instrumental variables estimation and Causal inference · See more »
Coefficient of determination
In statistics, the coefficient of determination, denoted R2 or r2 and pronounced "R squared", is the proportion of the variance in the dependent variable that is predictable from the independent variable(s).
New!!: Instrumental variables estimation and Coefficient of determination · See more »
Consistent estimator
In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ0.
New!!: Instrumental variables estimation and Consistent estimator · See more »
Correlation and dependence
In statistics, dependence or association is any statistical relationship, whether causal or not, between two random variables or bivariate data.
New!!: Instrumental variables estimation and Correlation and dependence · See more »
Daniel McFadden
Daniel Little McFadden (born July 29, 1937) is an American econometrician who shared the 2000 Nobel Memorial Prize in Economic Sciences with James Heckman.
New!!: Instrumental variables estimation and Daniel McFadden · See more »
David A. Jaeger
David A. Jaeger is Professor in the Ph.D. Program in Economics at the CUNY Graduate Center, a Research Fellow at IZA Institute of Labor Economics, and a Research Associate in the National Bureau of Economic Research.
New!!: Instrumental variables estimation and David A. Jaeger · See more »
Dependent and independent variables
In mathematical modeling, statistical modeling and experimental sciences, the values of dependent variables depend on the values of independent variables.
New!!: Instrumental variables estimation and Dependent and independent variables · See more »
Econometrica
Econometrica is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics.
New!!: Instrumental variables estimation and Econometrica · See more »
Econometrics
Econometrics is the application of statistical methods to economic data and is described as the branch of economics that aims to give empirical content to economic relations.
New!!: Instrumental variables estimation and Econometrics · See more »
Endogeneity (econometrics)
In econometrics, endogeneity broadly refers to situations in which an explanatory variable is correlated with the error term.
New!!: Instrumental variables estimation and Endogeneity (econometrics) · See more »
Epidemiology
Epidemiology is the study and analysis of the distribution (who, when, and where) and determinants of health and disease conditions in defined populations.
New!!: Instrumental variables estimation and Epidemiology · See more »
Errors and residuals
In statistics and optimization, errors and residuals are two closely related and easily confused measures of the deviation of an observed value of an element of a statistical sample from its "theoretical value".
New!!: Instrumental variables estimation and Errors and residuals · See more »
Errors-in-variables models
In statistics, errors-in-variables models or measurement error models are regression models that account for measurement errors in the independent variables.
New!!: Instrumental variables estimation and Errors-in-variables models · See more »
F-test
An F-test is any statistical test in which the test statistic has an ''F''-distribution under the null hypothesis.
New!!: Instrumental variables estimation and F-test · See more »
Fixed effects model
In statistics, a fixed effects model is a statistical model in which the model parameters are fixed or non-random quantities.
New!!: Instrumental variables estimation and Fixed effects model · See more »
Frisch–Waugh–Lovell theorem
In econometrics, the Frisch–Waugh–Lovell (FWL) theorem is named after the econometricians Ragnar Frisch, Frederick V. Waugh, and Michael C. Lovell.
New!!: Instrumental variables estimation and Frisch–Waugh–Lovell theorem · See more »
Generalized method of moments
In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.
New!!: Instrumental variables estimation and Generalized method of moments · See more »
Grading in education
Grading in education is the process of applying standardized measurements of varying levels of achievement in a course.
New!!: Instrumental variables estimation and Grading in education · See more »
Homoscedasticity
In statistics, a sequence or a vector of random variables is homoscedastic if all random variables in the sequence or vector have the same finite variance.
New!!: Instrumental variables estimation and Homoscedasticity · See more »
Idempotence
Idempotence is the property of certain operations in mathematics and computer science that they can be applied multiple times without changing the result beyond the initial application.
New!!: Instrumental variables estimation and Idempotence · See more »
Identifiability
In statistics, identifiability is a property which a model must satisfy in order for precise inference to be possible.
New!!: Instrumental variables estimation and Identifiability · See more »
International Statistical Institute
The International Statistical Institute (ISI) is a professional association of statisticians.
New!!: Instrumental variables estimation and International Statistical Institute · See more »
James Heckman
James Joseph Heckman (born April 19, 1944) is an American economist who is currently at the University of Chicago, where he is The Henry Schultz Distinguished Service Professor in Economics and the College; Harris Graduate School of Public Policy Studies; Director of the.
New!!: Instrumental variables estimation and James Heckman · See more »
Joshua Angrist
Joshua David Angrist (born September 18, 1960) is an Israeli American economist.
New!!: Instrumental variables estimation and Joshua Angrist · See more »
Journal of Clinical Epidemiology
The Journal of Clinical Epidemiology is a peer reviewed journal of Epidemiology that promotes the quality of clinical and patient-oriented health services research through the advancement and application of innovative methods of.
New!!: Instrumental variables estimation and Journal of Clinical Epidemiology · See more »
Journal of Economic Perspectives
The Journal of Economic Perspectives (JEP) is an economic journal published by the American Economic Association.
New!!: Instrumental variables estimation and Journal of Economic Perspectives · See more »
Journal of Personality and Social Psychology
The Journal of Personality and Social Psychology is a monthly peer-reviewed scientific journal published by the American Psychological Association that was established in 1965.
New!!: Instrumental variables estimation and Journal of Personality and Social Psychology · See more »
Journal of the American Statistical Association
The Journal of the American Statistical Association (JASA) is the primary journal published by the American Statistical Association, the main professional body for statisticians in the United States.
New!!: Instrumental variables estimation and Journal of the American Statistical Association · See more »
Judea Pearl
Judea Pearl (born September 4, 1936) is an Israeli-American computer scientist and philosopher, best known for championing the probabilistic approach to artificial intelligence and the development of Bayesian networks (see the article on belief propagation).
New!!: Instrumental variables estimation and Judea Pearl · See more »
Least squares
The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns.
New!!: Instrumental variables estimation and Least squares · See more »
Mark Thoma
Mark Allen Thoma (born December 15, 1956) is a macroeconomist and econometrician and a Professor of Economics at the Department of Economics of the University of Oregon.
New!!: Instrumental variables estimation and Mark Thoma · See more »
Null hypothesis
In inferential statistics, the term "null hypothesis" is a general statement or default position that there is no relationship between two measured phenomena, or no association among groups.
New!!: Instrumental variables estimation and Null hypothesis · See more »
Olav Reiersøl
Olav Reiersøl (28 June 1908 – 14 February 2001) was a Norwegian statistician and econometrician, who made several substantial contributions to econometrics and statistics.
New!!: Instrumental variables estimation and Olav Reiersøl · See more »
Omitted-variable bias
In statistics, omitted-variable bias (OVB) occurs when a statistical model incorrectly leaves out one or more relevant variables.
New!!: Instrumental variables estimation and Omitted-variable bias · See more »
Ordinary least squares
In statistics, ordinary least squares (OLS) or linear least squares is a method for estimating the unknown parameters in a linear regression model.
New!!: Instrumental variables estimation and Ordinary least squares · See more »
Parameter identification problem
In statistics and econometrics, the parameter identification problem is the inability in principle to identify a best estimate of the value(s) of one or more parameters in a regression.
New!!: Instrumental variables estimation and Parameter identification problem · See more »
Projection (linear algebra)
In linear algebra and functional analysis, a projection is a linear transformation P from a vector space to itself such that.
New!!: Instrumental variables estimation and Projection (linear algebra) · See more »
Random effects model
In statistics, a random effects model, also called a variance components model, is a statistical model where the model parameters are random variables.
New!!: Instrumental variables estimation and Random effects model · See more »
Regression analysis
In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships among variables.
New!!: Instrumental variables estimation and Regression analysis · See more »
Sargan–Hansen test
The Sargan–Hansen test or Sargan's J test is a statistical test used for testing over-identifying restrictions in a statistical model.
New!!: Instrumental variables estimation and Sargan–Hansen test · See more »
Scientific control
A scientific control is an experiment or observation designed to minimize the effects of variables other than the independent variable.
New!!: Instrumental variables estimation and Scientific control · See more »
Sewall Wright
Sewall Green Wright (December 21, 1889March 3, 1988) was an American geneticist known for his influential work on evolutionary theory and also for his work on path analysis.
New!!: Instrumental variables estimation and Sewall Wright · See more »
Statistics
Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.
New!!: Instrumental variables estimation and Statistics · See more »
System of equations
In mathematics, a set of simultaneous equations, also known as a system of equations or an equation system, is a finite set of equations for which common solutions are sought.
New!!: Instrumental variables estimation and System of equations · See more »
The Journal of Human Resources
The Journal of Human Resources is a quarterly peer-reviewed academic journal covering empirical microeconomics.
New!!: Instrumental variables estimation and The Journal of Human Resources · See more »
Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean.
New!!: Instrumental variables estimation and Variance · See more »
Redirects here:
2SLS, IV regression, Instrumental Variable, Instrumental Variable Estimation, Instrumental variable, Instrumental variable estimation, Instrumental variables, Instruments (regressors), Philip Green Wright, Random and fixed effects instrumental variables methods, Two stage least squares, Two-stage least squares, Two-stage least-squares, Weak instruments.
References
[1] https://en.wikipedia.org/wiki/Instrumental_variables_estimation
