Robust Instrumental Variables Estimation
Robust Instrumental Variables estimation udvider standard IV og to-trins mindste kvadraters metode (2SLS) ved at beskytte mod svag-instrument bias og ikke-standard inferens. Metoder som Anderson-Rubin-testen, Limited Information Maximum Likelihood (LIML) og Conditional Likelihood Ratio-testen giver gyldige konfidensintervaller og hypotesetest, selv når instrumenterne er svage eller kun delvist identificerede, hvilket gør IV-inferens pålidelig i situationer, hvor standard 2SLS bryder sammen.
Læs hele metoden
Log ind med en gratis konto for at læse dette afsnit.
Method map
The neighbourhood of related methods — select a node to explore.
Kilder
- Stock, J. H., Wright, J. H., & Yogo, M. (2002). A survey of weak instruments and weak identification in generalized method of moments. Journal of Business and Economic Statistics, 20(4), 518-529. DOI: 10.1198/073500102288618658 ↗
- Andrews, I., Stock, J. H., & Sun, L. (2019). Weak instruments in instrumental variables regression: Theory and practice. Annual Review of Economics, 11, 727-753. DOI: 10.1146/annurev-economics-080218-025643 ↗
Sådan citerer du denne side
ScholarGate. (2026, June 3). Robust Instrumental Variables Estimation. ScholarGate. https://scholargate.app/da/causal-inference/robust-instrumental-variables
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
- Tostrins regressionsanalyse (2SLS / IV)Økonometri↔ compare
- Difference-in-Differences (Diff-in-Diff)Økonometri↔ compare
- Instrumentalvariabel (IV) Metoden til Kausal InferensSundhedsøkonomi↔ compare
- Paneldata instrumentvariable (Panel IV / 2SLS)Kausal inferens↔ compare
Har du fundet en fejl på denne side? Indberet den eller foreslå en rettelse →