Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 6 of 6 for “"Weak instruments"”.
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Topics In Statistical Inference For Treatment Effects
… the Anderson-Rubin test and is robust to weak IVs. The second paper presents a unified \proglang{R} software \pkg{ivmodel} for analyzing instrumental variables with one endogenous variable. The package implements a general class of estimators, $k$-class estimators, and two confidence …
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Weak Identification and Network Measurement Error in Peer Effects Estimation
… key threats to the estimation of peer effects: weak identification and network measurement error. We show that weak instrument problems arise in moderately dense networks due to rapid averaging, leading to slow convergence rates even when estimators remain consistent. On the measurement error …
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The Impact of Migration and Remittances on Children's Education in El Salvador
… being less susceptible to bias that arises from weak instruments and omitted trends.</p>
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The Hausman test, and some alternatives, with heteroskedastic data
… estimator if heteroskedasticity is suspected. If instruments are weak (not highly correlated with the endogenous regressors), however, no test procedure is reliable. If the test is designed to choose between the least squares estimator and a consistent alternative, the least desirable test has …
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Statistical issues in Mendelian randomization: use of genetic instrumental variables for assessing causal associations
… the causal estimates will be biased due to the “weak instrument” in finite samples in the direction of the observational association. This bias may convince a researcher that an observed association is causal. If the causal parameter estimated is an odds ratio, then the parameter of association …
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Theoretical and Applied Essays on the Instrumental Variable Method
… the performance of IV estimators when the instruments are weak. The results from the simulation exercises indicate that the sampling distribution of ^Î <sub>IV</sub> is concentrated around ^Î <sub>OLS</sub>. The second chapter considers the underlying joint distribution function of the …