Zobrazeno 1 - 10
of 349
pro vyhledávání: '"Windmeijer Frank"'
Autor:
Windmeijer, Frank
Montiel Olea and Pflueger (2013) proposed the effective F-statistic as a test for weak instruments in terms of the Nagar bias of the two-stage least squares (2SLS) estimator relative to a benchmark worst-case bias. We show that their methodology appl
Externí odkaz:
http://arxiv.org/abs/2309.01637
Autor:
Apfel, Nicolas, Windmeijer, Frank
Masten and Poirier (2021) introduced the falsification adaptive set (FAS) in linear models with a single endogenous variable estimated with multiple correlated instrumental variables (IVs). The FAS reflects the model uncertainty that arises from fals
Externí odkaz:
http://arxiv.org/abs/2212.04814
In a linear instrumental variables (IV) setting for estimating the causal effects of multiple confounded exposure/treatment variables on an outcome, we investigate the adaptive Lasso method for selecting valid instrumental variables from a set of ava
Externí odkaz:
http://arxiv.org/abs/2208.05278
Autor:
Windmeijer, Frank
This paper is concerned with the findings related to the robust first-stage F-statistic in the Monte Carlo analysis of Andrews (2018), who found in a heteroskedastic grouped-data design that even for very large values of the robust F-statistic, the s
Externí odkaz:
http://arxiv.org/abs/2208.01967
We discuss the fundamental issue of identification in linear instrumental variable (IV) models with unknown IV validity. With the assumption of the "sparsest rule", which is equivalent to the plurality rule but becomes operational in computation algo
Externí odkaz:
http://arxiv.org/abs/2207.03035
Autor:
LaFrance Jeffrey, Janssen Ian, Ferrence Roberta, Dubé Laurette, Drewnowski Adam, Donnelly Peter, Cawley John, Cash Sean B, Auld M Christopher, Arbour-Nicitopoulos Kelly, Andreyeva Tatiana, Nguyen Van, Grootendorst Paul, Faulkner Guy EJ, Lakdawalla Darius, Mendelsen Rena, Powell Lisa M, Traill W Bruce, Windmeijer Frank
Publikováno v:
International Journal of Behavioral Nutrition and Physical Activity, Vol 8, Iss 1, p 109 (2011)
Abstract Background Comprehensive, multi-level approaches are required to address obesity. One important target for intervention is the economic domain. The purpose of this study was to synthesize existing evidence regarding the impact of economic po
Externí odkaz:
https://doaj.org/article/1dd049c02cb344049c12de0c73acefc5
Publikováno v:
In Journal of Econometrics July 2023 235(1):82-104
Autor:
Lin, Yiqi1 (AUTHOR), Windmeijer, Frank2 (AUTHOR), Song, Xinyuan1 (AUTHOR), Fan, Qingliang3 (AUTHOR) michaelqfan@gmail.com
Publikováno v:
Journal of the Royal Statistical Society: Series B (Statistical Methodology). Sep2024, Vol. 86 Issue 4, p1068-1088. 21p.
Publikováno v:
Statistical Science 2015, Vol. 30, No. 1, 96-117
Instrumental variables analysis using genetic markers as instruments is now a widely used technique in epidemiology and biostatistics. As single markers tend to explain only a small proportion of phenotypic variation, there is increasing interest in
Externí odkaz:
http://arxiv.org/abs/1504.01955