ScholarGate
Асистент

Сравнение на методи

Прегледайте избраните методи един до друг; редовете с разлики са откроени.

Здрав Системен GMM×Метод на инструменталните променливи (IV) за причинно-следствен анализ×
ОбластИконометрияИкономика на здравеопазването
СемействоRegression modelProcess / pipeline
Година на възникване1998–20051990s (modern applications)
СъздателBlundell & Bond (1998); robustness corrections by Windmeijer (2005)Angrist & Pischke (applied econometrics); rooted in econometric theory
ТипPanel data GMM estimatorMethod
Основополагащ източникBlundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143. DOI ↗Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗
Други названияsystem GMM with robust standard errors, two-step system GMM, Blundell-Bond robust estimator, robust S-GMMIV, two-stage least squares, TSLS, causal estimation
Свързани53
РезюмеRobust System GMM is a two-step panel data estimator that combines the difference and levels moment conditions of Blundell and Bond (1998) with Windmeijer's (2005) finite-sample correction to the two-step variance, producing valid inference even in short panels with a persistent dependent variable, individual fixed effects, and potentially endogenous regressors.Instrumental variables (IV) is an econometric method to estimate causal effects when treatment or exposure is not randomly assigned and confounding is severe or unmeasured. IV relies on a third variable (instrument) that influences treatment but does not directly affect the outcome, allowing researchers to isolate the causal effect from the noise of confounding. Developed extensively in econometrics (Angrist & Pischke, 1990s–2000s), IV methods are increasingly used in health economics and health services research to leverage natural experiments and policy changes.
ScholarGateНабор от данни
  1. v1
  2. 2 Източници
  3. PUBLISHED
  1. v1
  2. 3 Източници
  3. PUBLISHED

Към търсенето Изтегляне на слайдове

ScholarGateСравнение на методи: Robust System GMM · Instrumental Variables in Health Research. Извлечено на 2026-06-18 от https://scholargate.app/bg/compare