পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| অ্যারেলানো-বন্ড জিএমএম এস্টিমেটর× | কারণগত অনুমানের জন্য ইনস্ট্রুমেন্টাল ভ্যারিয়েবলস (IV) পদ্ধতি× | |
|---|---|---|
| ক্ষেত্র≠ | অর্থমিতি | স্বাস্থ্য অর্থনীতি |
| পরিবার≠ | Regression model | Process / pipeline |
| উদ্ভবের বছর≠ | 1991 | 1990s (modern applications) |
| প্রবর্তক≠ | Manuel Arellano and Stephen Bond | Angrist & Pischke (applied econometrics); rooted in econometric theory |
| ধরন≠ | GMM estimator for dynamic panel data | Method |
| মৌলিক উৎস≠ | Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277-297. DOI ↗ | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ |
| অপর নাম | AB-GMM, Difference GMM, first-difference GMM, Arellano-Bond estimator | IV, two-stage least squares, TSLS, causal estimation |
| সম্পর্কিত≠ | 5 | 3 |
| সারসংক্ষেপ≠ | The Arellano-Bond GMM estimator is the standard approach for dynamic panel data models in which the lagged dependent variable appears as a regressor. By first-differencing to remove fixed effects and using deeper lags as instruments, it yields consistent estimates even when the error is serially correlated and regressors are endogenous. | 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. |
| ScholarGateডেটাসেট ↗ |
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