Salīdzināt metodes

	Andersona-Hsiao instrumentālo mainīgo novērtētājs	Instrumentālo mainīgo (IV) metode cēloņsakarību noteikšanai
Nozare	Ekonometrija	Veselības ekonomika
Saime	Regression model	Process / pipeline
Izcelsmes gads	1981	1990s (modern applications)
Autors	Theodore Anderson & Cheng Hsiao	Angrist & Pischke (applied econometrics); rooted in econometric theory
Tips	Instrumental variables estimator for dynamic panel data	Method
Pirmavots	Anderson, T. W., & Hsiao, C. (1981). Estimation of dynamic models with error components. Journal of the American Statistical Association, 76(375), 598–606.	Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press.
Citi nosaukumi	Anderson-Hsiao Estimator, AH IV Estimator, Dynamic Panel IV Estimator, Anderson-Hsiao Araçsal Değişken Tahmincisi	IV, two-stage least squares, TSLS, causal estimation
Saistītās	2	3
Kopsavilkums	The Anderson-Hsiao IV estimator is a method for consistently estimating dynamic panel data models that include a lagged dependent variable as a regressor. Proposed by Theodore Anderson and Cheng Hsiao in 1981, it resolves the Nickell bias that arises when fixed effects are eliminated by first-differencing, by instrumenting the differenced lagged dependent variable with its own second lag in levels or differences.	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.