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Nelinearni GMM po razlikama×Metod instrumentalnih promenljivih (IV) za kauzalno zaključivanje×
OblastEkonometrijaEkonomija zdravstva
PorodicaRegression modelProcess / pipeline
Godina nastanka1991–20101990s (modern applications)
TvoracWooldridge; building on Arellano and Bond (1991)Angrist & Pischke (applied econometrics); rooted in econometric theory
TipNonlinear panel estimatorMethod
Temeljni izvorWooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 9780262232586Angrist, J. D., & Pischke, J. S. (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. link ↗
Drugi nazivinonlinear diff-GMM, nonlinear Arellano-Bond GMM, first-difference nonlinear GMM, NL-GMMIV, two-stage least squares, TSLS, causal estimation
Srodne53
SažetakNonlinear Difference GMM extends the Arellano-Bond difference GMM estimator to models where the structural relationship between the outcome and its predictors is inherently nonlinear. By first-differencing to eliminate individual fixed effects and then applying GMM moment conditions with lagged levels as instruments, it consistently estimates parameters in dynamic panel settings without requiring a linear functional form.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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ScholarGateUporedite metode: Nonlinear difference GMM · Instrumental Variables in Health Research. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare