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Author: А. Mikusheva
Publisher: Litres
ISBN: 545739493X
Category : Business & Economics
Languages : en
Pages : 15
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Book Description
This paper provides a brief review of the current state of knowledge on the topic of weakly-identified instrumental variable regression. We describe the essence of the problem of weak identification, possible methods for detecting it in applied work as well as methods robust to weak identification. Special attention is devoted to the question of hypothesis testing in the presence of weak identification.
Author: А. Mikusheva
Publisher: Litres
ISBN: 545739493X
Category : Business & Economics
Languages : en
Pages : 15
Get Book Here
Book Description
This paper provides a brief review of the current state of knowledge on the topic of weakly-identified instrumental variable regression. We describe the essence of the problem of weak identification, possible methods for detecting it in applied work as well as methods robust to weak identification. Special attention is devoted to the question of hypothesis testing in the presence of weak identification.
Author: Alexander Chudik
Publisher: Emerald Group Publishing
ISBN: 1802620672
Category : Business & Economics
Languages : en
Pages : 320
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Book Description
The collection of chapters in Volume 43 Part B of Advances in Econometrics serves as a tribute to one of the most innovative, influential, and productive econometricians of his generation, Professor M. Hashem Pesaran.
Author: Charles F. Manski
Publisher: Harvard University Press
ISBN: 9780674442849
Category : Business & Economics
Languages : en
Pages : 194
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Book Description
The author draws on examples from a range of disciplines to provide social and behavioural scientists with a toolkit for finding bounds when predicting behaviours based upon nonexperimental and experimental data.
Author: Richard J. Murnane
Publisher: Oxford University Press
ISBN: 0199890153
Category : Psychology
Languages : en
Pages : 414
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Book Description
Educational policy-makers around the world constantly make decisions about how to use scarce resources to improve the education of children. Unfortunately, their decisions are rarely informed by evidence on the consequences of these initiatives in other settings. Nor are decisions typically accompanied by well-formulated plans to evaluate their causal impacts. As a result, knowledge about what works in different situations has been very slow to accumulate. Over the last several decades, advances in research methodology, administrative record keeping, and statistical software have dramatically increased the potential for researchers to conduct compelling evaluations of the causal impacts of educational interventions, and the number of well-designed studies is growing. Written in clear, concise prose, Methods Matter: Improving Causal Inference in Educational and Social Science Research offers essential guidance for those who evaluate educational policies. Using numerous examples of high-quality studies that have evaluated the causal impacts of important educational interventions, the authors go beyond the simple presentation of new analytical methods to discuss the controversies surrounding each study, and provide heuristic explanations that are also broadly accessible. Murnane and Willett offer strong methodological insights on causal inference, while also examining the consequences of a wide variety of educational policies implemented in the U.S. and abroad. Representing a unique contribution to the literature surrounding educational research, this landmark text will be invaluable for students and researchers in education and public policy, as well as those interested in social science.
Author: Gary King
Publisher: Cambridge University Press
ISBN: 9780521542807
Category : Nature
Languages : en
Pages : 436
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Book Description
Drawing upon the recent explosion of research in the field, a diverse group of scholars surveys the latest strategies for solving ecological inference problems, the process of trying to infer individual behavior from aggregate data. The uncertainties and information lost in aggregation make ecological inference one of the most difficult areas of statistical inference, but these inferences are required in many academic fields, as well as by legislatures and the Courts in redistricting, marketing research by business, and policy analysis by governments. This wide-ranging collection of essays offers many fresh and important contributions to the study of ecological inference.
Author: Cheng Hsiao
Publisher: Cambridge University Press
ISBN: 113943134X
Category : Business & Economics
Languages : en
Pages : 352
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Book Description
This important collection brings together leading econometricians to discuss advances in the areas of the econometrics of panel data. The papers in this collection can be grouped into two categories. The first, which includes chapters by Amemiya, Baltagi, Arellano, Bover and Labeaga, primarily deal with different aspects of limited dependent variables and sample selectivity. The second group of papers, including those by Nerlove, Schmidt and Ahn, Kiviet, Davies and Lahiri, consider issues that arise in the estimation of dyanamic (possibly) heterogeneous panel data models. Overall, the contributors focus on the issues of simplifying complex real-world phenomena into easily generalisable inferences from individual outcomes. As the contributions of G. S. Maddala in the fields of limited dependent variables and panel data were particularly influential, it is a fitting tribute that this volume is dedicated to him.
Author: Andrew Gelman
Publisher: CRC Press
ISBN: 1439840954
Category : Mathematics
Languages : en
Pages : 677
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Book Description
Now in its third edition, this classic book is widely considered the leading text on Bayesian methods, lauded for its accessible, practical approach to analyzing data and solving research problems. Bayesian Data Analysis, Third Edition continues to take an applied approach to analysis using up-to-date Bayesian methods. The authors—all leaders in the statistics community—introduce basic concepts from a data-analytic perspective before presenting advanced methods. Throughout the text, numerous worked examples drawn from real applications and research emphasize the use of Bayesian inference in practice. New to the Third Edition Four new chapters on nonparametric modeling Coverage of weakly informative priors and boundary-avoiding priors Updated discussion of cross-validation and predictive information criteria Improved convergence monitoring and effective sample size calculations for iterative simulation Presentations of Hamiltonian Monte Carlo, variational Bayes, and expectation propagation New and revised software code The book can be used in three different ways. For undergraduate students, it introduces Bayesian inference starting from first principles. For graduate students, the text presents effective current approaches to Bayesian modeling and computation in statistics and related fields. For researchers, it provides an assortment of Bayesian methods in applied statistics. Additional materials, including data sets used in the examples, solutions to selected exercises, and software instructions, are available on the book’s web page.
Author: Christian Homburg
Publisher: Springer
ISBN: 9783319574110
Category : Business & Economics
Languages : en
Pages : 0
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Book Description
In this handbook, internationally renowned scholars outline the current state-of-the-art of quantitative and qualitative market research. They discuss focal approaches to market research and guide students and practitioners in their real-life applications. Aspects covered include topics on data-related issues, methods, and applications. Data-related topics comprise chapters on experimental design, survey research methods, international market research, panel data fusion, and endogeneity. Method-oriented chapters look at a wide variety of data analysis methods relevant for market research, including chapters on regression, structural equation modeling (SEM), conjoint analysis, and text analysis. Application chapters focus on specific topics relevant for market research such as customer satisfaction, customer retention modeling, return on marketing, and return on price promotions. Each chapter is written by an expert in the field. The presentation of the material seeks to improve the intuitive and technical understanding of the methods covered.
Author: Agency for Health Care Research and Quality (U.S.)
Publisher: Government Printing Office
ISBN: 1587634236
Category : Medical
Languages : en
Pages : 236
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Book Description
This User’s Guide is a resource for investigators and stakeholders who develop and review observational comparative effectiveness research protocols. It explains how to (1) identify key considerations and best practices for research design; (2) build a protocol based on these standards and best practices; and (3) judge the adequacy and completeness of a protocol. Eleven chapters cover all aspects of research design, including: developing study objectives, defining and refining study questions, addressing the heterogeneity of treatment effect, characterizing exposure, selecting a comparator, defining and measuring outcomes, and identifying optimal data sources. Checklists of guidance and key considerations for protocols are provided at the end of each chapter. The User’s Guide was created by researchers affiliated with AHRQ’s Effective Health Care Program, particularly those who participated in AHRQ’s DEcIDE (Developing Evidence to Inform Decisions About Effectiveness) program. Chapters were subject to multiple internal and external independent reviews. More more information, please consult the Agency website: www.effectivehealthcare.ahrq.gov)
Author: D.R. Cox
Publisher: CRC Press
ISBN: 1000152944
Category : Mathematics
Languages : en
Pages : 243
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Book Description
The analysis prediction and interpolation of economic and other time series has a long history and many applications. Major new developments are taking place, driven partly by the need to analyze financial data. The five papers in this book describe those new developments from various viewpoints and are intended to be an introduction accessible to readers from a range of backgrounds. The book arises out of the second Seminaire European de Statistique (SEMSTAT) held in Oxford in December 1994. This brought together young statisticians from across Europe, and a series of introductory lectures were given on topics at the forefront of current research activity. The lectures form the basis for the five papers contained in the book. The papers by Shephard and Johansen deal respectively with time series models for volatility, i.e. variance heterogeneity, and with cointegration. Clements and Hendry analyze the nature of prediction errors. A complementary review paper by Laird gives a biometrical view of the analysis of short time series. Finally Astrup and Nielsen give a mathematical introduction to the study of option pricing. Whilst the book draws its primary motivation from financial series and from multivariate econometric modelling, the applications are potentially much broader.
