Causal segment regression with multiple thresholds
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Cites work
- A Cox-type regression model with change-points in the covariates
- A smoothed least squares estimator for threshold regression models
- Asymptotic normality of a change plane estimator in fixed dimension with near-optimal rate
- Asymptotic properties of the maximum smoothed partial likelihood estimator in the change‐plane Cox model
- Asymptotic theory of two-level structural equation models with constraints
- Bootstrap critical values for tests based on the smoothed maximum score estimator
- Causal inference for statistics, social, and biomedical sciences. An introduction
- Causal inference in statistics: an overview
- Consistency of the least squares estimator in threshold regression with endogeneity
- scientific article; zbMATH DE number 45532 (Why is no real title available?)
- scientific article; zbMATH DE number 3528023 (Why is no real title available?)
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Inference under right censoring for transformation models with a change-point based on a covariate threshold
- Maximum Likelihood Estimation for Cox Proportional Hazards Model with a Change Hyperplane
- Mendelian randomization as an instrumental variable approach to causal inference
- Modeling and testing smooth structural changes with endogenous regressors
- Multi-threshold accelerated failure time model
- Multi-Threshold Structural Equation Model
- Multiply robust subgroup analysis based on a single-index threshold linear marginal model for longitudinal data with dropouts
- Multithreshold change plane model: estimation theory and applications in subgroup identification
- Nearly unbiased variable selection under minimax concave penalty
- Nonlinear dynamical structural equation models
- On the use of the Lasso for instrumental variables estimation with some invalid instruments
- Optimal Individualized Decision Rules Using Instrumental Variable Methods
- Recursive partitioning for heterogeneous causal effects
- Regression and weighting methods for causal inference using instrumental variables
- Robust inference for threshold regression models
- Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
- Shrinkage estimation of regression models with multiple structural changes
- Structural change estimation in time series regressions with endogenous variables
- Structural equation modeling. Applications using Mplus: Methods and applications.
- Subgroup analysis for longitudinal data based on a partial linear varying coefficient model with a change plane
- The change-plane Cox model
- Threshold regression with endogeneity
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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