Generated regressor
id:
generated-regressor-261-2998115
title:
Generated regressor
text:
In least squares estimation problems, sometimes one or more regressors specified in the model are not observable. One way to circumvent this issue is to estimate or generate regressors from observable data. This generated regressor method is also applicable to unobserved instrumental variables. Under some regularity conditions, consistency and asymptotic normality of least squares estimator is preserved, but asymptotic variance has a different form in general. Suppose the model of interest is th
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Generated_regressor
date created:
date modified:
2019-03-06T19:22:40Z
main entity:
{"identifier":"Q48996125","url":"https://www.wikidata.org/entity/Q48996125"}
image:
fields total:
13
integrity:
13