Robust Permutation Tests in Linear Instrumental Variables Regression

IF 3 1区数学 Q1 STATISTICS & PROBABILITY

Journal of the American Statistical Association Pub Date : 2024-10-15 DOI:10.1080/01621459.2024.2412363

Purevdorj Tuvaandorj

引用次数: 0

Abstract

This paper develops permutation versions of identification-robust tests in linear instrumental variables regression. Unlike the existing randomization and rank-based tests in which independence bet...

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本文开发了线性工具变量回归中的换元版本识别稳健检验。与现有的随机化检验和基于等级的检验不同的是，这些检验中，...

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来源期刊

Journal of the American Statistical Association 数学-统计学与概率论

CiteScore

7.50

自引率

8.10%

发文量

168

审稿时长

12 months

期刊介绍： Established in 1888 and published quarterly in March, June, September, and December, the Journal of the American Statistical Association ( JASA ) has long been considered the premier journal of statistical science. Articles focus on statistical applications, theory, and methods in economic, social, physical, engineering, and health sciences. Important books contributing to statistical advancement are reviewed in JASA . JASA is indexed in Current Index to Statistics and MathSci Online and reviewed in Mathematical Reviews. JASA is abstracted by Access Company and is indexed and abstracted in the SRM Database of Social Research Methodology.