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Estymator zmiennych instrumentalnych Andersona-Hsiao×Metoda zmiennych instrumentalnych (IV) do wnioskowania przyczynowego×
DziedzinaEkonometriaEkonomika zdrowia
RodzinaRegression modelProcess / pipeline
Rok powstania19811990s (modern applications)
TwórcaTheodore Anderson & Cheng HsiaoAngrist & Pischke (applied econometrics); rooted in econometric theory
TypInstrumental variables estimator for dynamic panel dataMethod
Źródło pierwotneAnderson, 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 nazwyAnderson-Hsiao Estimator, AH IV Estimator, Dynamic Panel IV Estimator, Anderson-Hsiao Araçsal Değişken TahmincisiIV, two-stage least squares, TSLS, causal estimation
Pokrewne23
PodsumowanieThe 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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ScholarGatePorównaj metody: Anderson-Hsiao IV · Instrumental Variables in Health Research. Pobrano 2026-06-19 z https://scholargate.app/pl/compare