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INSTRUMENTAL VARIABLES
DOI link for INSTRUMENTAL VARIABLES
INSTRUMENTAL VARIABLES book
INSTRUMENTAL VARIABLES
DOI link for INSTRUMENTAL VARIABLES
INSTRUMENTAL VARIABLES book
ByRaymond J. Carroll, David Ruppert, Leonard A. Stefanski, Ciprian M. Crainiceanu
Edition 2nd Edition
First Published 2006
Imprint Chapman and Hall/CRC
Pages 22
eBook ISBN 9780429139635
ABSTRACT
The methods discussed thus far depend on knowing the measurement error variance, or estimating it, for example, with replicate measurements or validation data. However, it is not always possible to obtain replicates, and thus direct estimation of the measurement error variance is sometimes impossible. In the absence of information about the measurement error variance, estimation of the regression model parameters is still possible, provided the data contain an instrumental variable (IV), T, in addition to the unbiased measurement,W = X+U.