In this paper we consider sieve instrumental variable quantile regression (IVQR) estimation of functional coefficient models where the coefficients of endogenous regressors are unknown functions of some exogenou
Exact computation of GMM estimators for instrumental variable quantile regression models, working paper, available at https://arxiv.org/abs/1703. 09382.Chen, L.-Y. and Lee, S. (2017). Exact computation of gmm estimators for instrumental variable quantile regression models. arXiv preprint arXiv...
which is larger with weak instruments. With instrumental variables quantile regression, weak instrument-robust estimation is even more important because there is less guidance for assessing instrument strength. Motivated by this, we introduce an analogousk-class of estimators for instrumental variables...
Using instrumental variable quantile regression to control for endogeneity in per capita income, we find that greater freedom of the media improves gender equality only in the 0.25 and 0.50 quantiles of the conditional distribution. Countries with the greatest disparities in gender outcomes experience ...
quantile unbiased estimation are all impossible in the linear IV model with an unrestricted parameter space for the first stage • This result no longer holds when the sign of the first stage is known (e.g. no defiers, some compliers): – In models with a single instrumental variable, ...
quantile unbiased estimation are all impossible in the linear IV model with an unrestricted parameter space for the first stage • This result no longer holds when the sign of the first stage is known (e.g. no defiers, some compliers): – In models with a single instrumental variable, ...
(sZti2c)amreeothbotadisnaerde: For the multiple linear regression model with "bcgindex", "region" as IVs, "lntb10" as the original variable, and the mortality due to COVID-19 as the response variable, we obtain the values of the GIVE statistic a"alsssGnoI2tcViba(t1Ze10d)"w=iisth...
When the influence of moderators was assessed only with randomized studies, no separate variable reached the significance level explaining heterogeneity. However, when more complex structures of moderators were considered, the best meta-regressive model included age, baseline difference, and low SES (resi...
Sensitivity analysis for instrumental variables regression with overidentifying restrictions. J Amer Statist Assoc. 2007;102(479):1049–58. [62] Wang L, Robins JM, Richardson TS. On falsification of the binary instrumental variable model. Biometrika. 2017;104(1):229–36. Causal inference with ...
(2018), and define the vitamin D exposure as a continuous variable centered around 20 and normed with 20: > VitD$vitd_std <- (VitD$vitd-20)/20 The analyses below require fitting several regression models. We use the naming convention fitA.B, where A is the name of the left-hand ...