Consistent Estimation of Scaled Coefficients Classic Reprint
Language: English
Published by Forgotten Books, 2018
- Softcover
- New

Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
AbeBooks seller since April 7, 2005
Condition: New
US$ 27.37
Quantity: 15 available
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New Book. Shipped from UK. Established seller since 2000.
Seller Inventory # LW-9781332256150
- Title
- Consistent Estimation of Scaled Coefficients Classic Reprint
- Author
- Thomas M. Stoker
- Publisher
- Forgotten Books
- Publication year
- 2018
- Condition
- New
- Binding
- PAP
- Language
- English
- ISBN 10
- 1332256155
- ISBN 13
- 9781332256150
- Item weight
- 132 grams
Learn how to estimate coefficients up to scale when the true model is unknown.
This book (a research paper) explores how average derivatives connect to covariances and how to estimate key parameters without fully specifying the distribution of unobserved terms.
This work develops a general single-index framework that covers many limited dependent variable models, including discrete choice, censoring, and selection. It introduces estimators that rely on the marginal distribution of X and shows how to use score vectors and instrumental variables to obtain consistent estimates up to scale.- How average derivatives relate to sample covariances and what this implies for estimation.
- Ways to estimate coefficients up to scale using different data moments and instrumental variables.
- Situations where ordinary least squares can bias the estimate and when the proposed methods remain robust.
- Practical guidance on applying the approach to models with a variety of dependent variables.
"Synopsis" may belong to another edition of this title.
PBShop.store US
Wood Dale, IL, U.S.A.
AbeBooks seller since April 7, 2005
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