“two-stage least squares”的概念、定义、翻译、参考文献-科学参考

two-stage least squares

Statistics

Economics

An extension of ordinary least squares (OLS) estimation of a linear regression in the presence of endogeneity, that is, when the error term is correlated with explanatory variables. In the first stage, the endogenous explanatory variables are regressed on appropriately chosen instrumental variables, using OLS. In the second stage, the original regression is estimated, using OLS, with the endogenous explanatory variables replaced by their fitted values from the first stage. Under certain conditions the 2SLS (or IV) estimator is consistent and efficient. See also Hausman test.

单词	two-stage least squares
释义	two-stage least squares Statistics See multiple regression model. Economics An extension of ordinary least squares (OLS) estimation of a linear regression in the presence of endogeneity, that is, when the error term is correlated with explanatory variables. In the first stage, the endogenous explanatory variables are regressed on appropriately chosen instrumental variables, using OLS. In the second stage, the original regression is estimated, using OLS, with the endogenous explanatory variables replaced by their fitted values from the first stage. Under certain conditions the 2SLS (or IV) estimator is consistent and efficient. See also Hausman test.
随便看	interval scale interval time interval timer interval velocity interval zone intervening opportunities theory intervening variables intervention in foreign exchange markets intervertebral disc intestinal juice intestine in the cloud in the wild in the zoo intifada intine Intolerable Acts intolerance intortus intra- intracellular((in biology)) intraclass correlation coefficient intraclast intracluster correlation coefficient intraconnection