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| Estymator zmiennych instrumentalnych Andersona-Hsiao× | Metoda zmiennych instrumentalnych (IV) do wnioskowania przyczynowego× | |
|---|---|---|
| Dziedzina≠ | Ekonometria | Ekonomika zdrowia |
| Rodzina≠ | Regression model | Process / pipeline |
| Rok powstania≠ | 1981 | 1990s (modern applications) |
| Twórca≠ | Theodore Anderson & Cheng Hsiao | Angrist & Pischke (applied econometrics); rooted in econometric theory |
| Typ≠ | Instrumental variables estimator for dynamic panel data | Method |
| Źródło pierwotne≠ | Anderson, T. W., & Hsiao, C. (1981). Estimation of dynamic models with error components. Journal of the American Statistical Association, 76(375), 598–606. DOI ↗ | Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗ |
| Inne nazwy | Anderson-Hsiao Estimator, AH IV Estimator, Dynamic Panel IV Estimator, Anderson-Hsiao Araçsal Değişken Tahmincisi | IV, two-stage least squares, TSLS, causal estimation |
| Pokrewne≠ | 2 | 3 |
| Podsumowanie≠ | 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. |
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