विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| साधनात्मक चर द्विपदीय न्यूनतम वर्ग (IV/2SLS) के माध्यम से× | Doubly Robust Estimation× | |
|---|---|---|
| क्षेत्र | कारणात्मक अनुमान | कारणात्मक अनुमान |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 2009 | 2005 |
| प्रवर्तक≠ | Angrist & Pischke (textbook treatment); Stock & Yogo (weak-instrument theory) | Robins & Rotnitzky; Bang & Robins |
| प्रकार≠ | Instrumental-variables regression | Semiparametric causal estimator |
| मौलिक स्रोत≠ | Angrist, J. D. & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton University Press. ISBN: 978-0691120355 | Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗ |
| उपनाम≠ | instrumental variables, IV estimation, 2SLS, instrumental variable regression | AIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW) |
| संबंधित | 5 | 5 |
| सारांश≠ | IV/2SLS is a two-stage estimation method that recovers the causal effect of an endogenous regressor by isolating the part of its variation driven by an external instrument. It is the workhorse identification strategy in modern applied econometrics, developed at length in Angrist and Pischke's Mostly Harmless Econometrics (2009). | Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified. |
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