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	Provedor de dados AgEcon (3) Autor Nichols, Austin (2) Baum, Christopher F. (1) Schaffer, Mark E. (1) Stillman, Steven (1) Palavra-chave Instrumental variables (3) Ivreg2 (3) Ranktest (3) Research Methods/ Statistical Methods (3) Causal inference (2) Discontinuity (2) Excluded instrument (2) Ivreg (2) Ivregress (2) Local polynomial (2) Lpoly (2) Match (2) Matching (2) Nnmatch (2) Panel (2) Propensity score (2) Psmatch2 (2) Rd (2) Regression (2) Reweighting (2) Mais... Tipo do documento Article (3) Ano 2008 (1) 2007 (2) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 Primeira ... 1 ... Última Causal inference with observational data AgEcon Nichols, Austin. Problems with inferring causal relationships from nonexperimental data are briefly reviewed, and four broad classes of methods designed to allow estimation of and inference about causal parameters are described: panel regression, matching or reweighting, instrumental variables, and regression discontinuity. Practical examples are offered, and discussion focuses on checking required assumptions to the extent possible. Tipo: Article Palavras-chave: Xtreg; Psmatch2; Nnmatch; Ivreg; Ivreg2; Ivregress; Rd; Lpoly; Xtoverid; Ranktest; Causal inference; Match; Matching; Reweighting; Propensity score; Panel; Instrumental variables; Excluded instrument; Weak identification; Regression; Discontinuity; Local polynomial; Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/119292 Erratum and discussion of propensity–score reweighting AgEcon Nichols, Austin. Tipo: Article Palavras-chave: Xtreg; Psmatch2; Nnmatch; Ivreg; Ivreg2; Ivregress; Rd; Lpoly; Xtoverid; Ranktest; Causal inference; Match; Matching; Reweighting; Propensity score; Panel; Instrumental variables; Excluded instrument; Weak identification; Regression; Discontinuity; Local polynomial; Research Methods/ Statistical Methods. Ano: 2008 URL: http://purl.umn.edu/122619 Enhanced routines for instrumental variables/generalized method of moments estimation and testing AgEcon Baum, Christopher F.; Schaffer, Mark E.; Stillman, Steven. We extend our 2003 paper on instrumental variables and generalized method of moments estimation, and we test and describe enhanced routines that address heteroskedasticity- and autocorrelation-consistent standard errors, weak instruments, limited-information maximum likelihood and k-class estimation, tests for endogeneity and Ramsey’s regression specification-error test, and autocorrelation tests for instrumental variable estimates and panel-data instrumental variable estimates. Tipo: Article Palavras-chave: Ivactest; Ivendog; Ivhettest; Ivreg2; Ivreset; Overid; Ranktest; Instrumental variables; Weak instruments; GMM; Endogeneity; Heteroskedasticity; Serial correlation; HAC standard errors; LIML; CUE; Overidentifying restrictions; Frisch–Waugh–Lovell theorem; RESET; Cumby–Huizinga test; Research Methods/ Statistical Methods. Ano: 2007 URL: http://purl.umn.edu/119291 Registros recuperados: 3 Primeira ... 1 ... Última

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