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The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients

✍ Scribed by Wai Cheung Ip; Garry D.A. Phillips

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Bias of the Two-Stage Least Squares

✍ W. M. Mikhail 📂 Article 📅 1972 🏛 American Statistical Association 🌐 English ⚖ 631 KB

A general analysis of bias in the estima

✍ Bruce C. Greenwald 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 956 KB

The Exact Sampling Distribution of Ordin

✍ Sawa, Takamitsu 📂 Article 📅 1969 🏛 American Statistical Association 🌐 English ⚖ 991 KB

On the Bias and Mean Square Error of the

✍ Isidoro P. David and B. V. Sukhatme 📂 Article 📅 1974 🏛 American Statistical Association 🌐 English ⚖ 636 KB

Correlated Measurement Errors and the Le

✍ John J. Chai 📂 Article 📅 1971 🏛 American Statistical Association 🌐 English ⚖ 894 KB

The Bias of the Three-Stage Least-Square

✍ Kakwani, K C. 📂 Article 📅 1971 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 330 KB