جلد 19، شماره 2 - ( 9-1399 )                   جلد 19 شماره 2 صفحات 15-31 | برگشت به فهرست نسخه ها


XML English Abstract Print


Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Sheikhi A, Rezapoor M, Hoseenkhani H. Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments. JIRSS. 2020; 19 (2) :15-31
URL: http://jirss.irstat.ir/article-1-608-fa.html
Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments. پژوهشنامه انجمن آمار ایران. 1399; 19 (2) :15-31

URL: http://jirss.irstat.ir/article-1-608-fa.html


چکیده:   (77 مشاهده)

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for more illustration.

     
نوع مطالعه: Original Paper | موضوع مقاله: 62Jxx: Linear inference, regression
دریافت: 1398/5/26 | پذیرش: 1400/1/28 | انتشار: 1399/9/21

کلیه حقوق این وب سایت متعلق به پژوهشنامه انجمن آمار ایران می باشد.

طراحی و برنامه نویسی : یکتاوب افزار شرق

© 2021 All Rights Reserved | Journal of The Iranian Statistical Society

Designed & Developed by : Yektaweb