Consistency of the instrumental weighted variables

DOI10.1007/S10463-007-0159-8zbMath1332.62246OpenAlexW2037386721MaRDI QIDQ841016

Jan Ámos Víšek

Publication date: 14 September 2009

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-007-0159-8

zbMATH Keywords

robustnessinstrumental variablesconsistency of estimate by instrumental weighted variablesimplicit weighting

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Empirical distribution function under heteroscedasticity

Uses Software

• car
• alr3

Cites Work

• Another look at the instrumental variable estimation of error-components models
• Linear programming approach to LMS-estimation
• Stability of regression model estimates with respect to subsamples
• Sensitivity analysis of \(M\)-estimates
• On the diversity of estimates.
• Sensitivity analysis of \(M\)-estimates of nonlinear regression model: Influence of data subsets
• On high breakdown point estimation
• Least Median of Squares Regression
• One-Step Huber Estimates in the Linear Model
• Monotone Instrumental Variables: With an Application to the Returns to Schooling
• A New Specification Test for the Validity of Instrumental Variables
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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