THE IMPROVE OF TWO STAGE LEAST SQUARE METHOD IN REGRESSION MODEL WITH ENDOGENOUS VARIABLES

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AKHGARI OMID; GOLALIZADEH MOUSA

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2017 | Volume:10 | Issue:2 Page(s): 203-220

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Title

THE IMPROVE OF TWO STAGE LEAST SQUARE METHOD IN REGRESSION MODEL WITH ENDOGENOUS VARIABLES

Author(s)

AKHGARI OMID | GOLALIZADEH MOUSA | Issue Writer Certificate

Keywords

REGRESSION MODELSQ2

ENDOGENOUS AND EXOGENOUS VARIABLESQ2

TWO STAGE LEAST SQUAREQ2

INSTRUMENTAL VARIABLESQ2

Abstract

The presence of endogenous variables in the statistical models leads to inconsistent and bias estimators for the parameters. In this case, several approaches have been proposed which are able to tackle the biase and inconsistency problems only in large sample situations. One of these methods is biased on INSTRUMENTAL VARIABLES which causes removing endogenous variables. The method of two-stage least squares is another approach in this case that it has more accurate than ordinary least squares.This paper aims to enhance the accuracy of three methods of estimation based upon least square methodology called, two-stage iterative least squares, two-stage Jackknife least squares and also two-stage calibration least squares. In order to evaluate the performance of each method, a simulation study is conducted. Also, using data collected in 1390 related to the cost and revenue in Iran, those methods to estimate parameters are compared.

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APA: Copy

AKHGARI, OMID, & GOLALIZADEH, MOUSA. (2017). THE IMPROVE OF TWO STAGE LEAST SQUARE METHOD IN REGRESSION MODEL WITH ENDOGENOUS VARIABLES. JOURNAL OF STATISTICAL SCIENCES, 10(2 ), 203-220. SID. https://sid.ir/paper/124154/en

Vancouver: Copy

AKHGARI OMID, GOLALIZADEH MOUSA. THE IMPROVE OF TWO STAGE LEAST SQUARE METHOD IN REGRESSION MODEL WITH ENDOGENOUS VARIABLES. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2017;10(2 ):203-220. Available from: https://sid.ir/paper/124154/en

IEEE: Copy

OMID AKHGARI, and MOUSA GOLALIZADEH, “THE IMPROVE OF TWO STAGE LEAST SQUARE METHOD IN REGRESSION MODEL WITH ENDOGENOUS VARIABLES,” JOURNAL OF STATISTICAL SCIENCES, vol. 10, no. 2 , pp. 203–220, 2017, [Online]. Available: https://sid.ir/paper/124154/en

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