Matches in SemOpenAlex for { <https://semopenalex.org/work/W3121483279> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3121483279 abstract "This paper proposes a new framework for estimating instrumental variable (IV) quantile models. Our proposal can be cast as a mixed integer linear program (MILP), which allows us to capitalize on recent progress in mixed integer optimization. The computational advantage of the proposed method makes it an attractive alternative to existing estimators in the presence of multiple endogenous regressors. This is a situation that arises naturally when one endogenous variable is interacted with several other variables in a regression equation. In our simulations, the proposed method using MILP with a random starting point can reliably estimate regressions for a sample size of 1000 with 20 endogenous variables in 90 seconds; for high-dimensional problems, our formulation can deliver decent estimates within minutes for problems with 550 endogenous regressors. We also establish asymptotic theory and provide an inference procedure. In our simulations, the asymptotic theory provides an excellent approximation even if we terminate MILP before a certified global solution is found. This suggests that MILP in our setting can quickly approach the global solution. In addition, we show that MILP can also be used for related problems, including censored regression, censored IV quantile regression and high-dimensional IV quantile regression. As an empirical illustration, we examine the heterogeneous treatment effect of Job Training Partnership Act (JTPA) using a regression with 13 interaction terms of the treatment variable." @default.
- W3121483279 created "2021-02-01" @default.
- W3121483279 creator A5023444661 @default.
- W3121483279 date "2018-05-01" @default.
- W3121483279 modified "2023-09-27" @default.
- W3121483279 title "Mixed integer linear programming: a new approach for instrumental variable quantile regressions and related problems" @default.
- W3121483279 hasPublicationYear "2018" @default.
- W3121483279 type Work @default.
- W3121483279 sameAs 3121483279 @default.
- W3121483279 citedByCount "0" @default.
- W3121483279 crossrefType "posted-content" @default.
- W3121483279 hasAuthorship W3121483279A5023444661 @default.
- W3121483279 hasConcept C105795698 @default.
- W3121483279 hasConcept C118671147 @default.
- W3121483279 hasConcept C119047807 @default.
- W3121483279 hasConcept C126255220 @default.
- W3121483279 hasConcept C134306372 @default.
- W3121483279 hasConcept C149782125 @default.
- W3121483279 hasConcept C152877465 @default.
- W3121483279 hasConcept C162144332 @default.
- W3121483279 hasConcept C182365436 @default.
- W3121483279 hasConcept C185429906 @default.
- W3121483279 hasConcept C199360897 @default.
- W3121483279 hasConcept C27574286 @default.
- W3121483279 hasConcept C33923547 @default.
- W3121483279 hasConcept C41008148 @default.
- W3121483279 hasConcept C41045048 @default.
- W3121483279 hasConcept C48921125 @default.
- W3121483279 hasConcept C56086750 @default.
- W3121483279 hasConcept C63817138 @default.
- W3121483279 hasConcept C97137487 @default.
- W3121483279 hasConcept C97379794 @default.
- W3121483279 hasConceptScore W3121483279C105795698 @default.
- W3121483279 hasConceptScore W3121483279C118671147 @default.
- W3121483279 hasConceptScore W3121483279C119047807 @default.
- W3121483279 hasConceptScore W3121483279C126255220 @default.
- W3121483279 hasConceptScore W3121483279C134306372 @default.
- W3121483279 hasConceptScore W3121483279C149782125 @default.
- W3121483279 hasConceptScore W3121483279C152877465 @default.
- W3121483279 hasConceptScore W3121483279C162144332 @default.
- W3121483279 hasConceptScore W3121483279C182365436 @default.
- W3121483279 hasConceptScore W3121483279C185429906 @default.
- W3121483279 hasConceptScore W3121483279C199360897 @default.
- W3121483279 hasConceptScore W3121483279C27574286 @default.
- W3121483279 hasConceptScore W3121483279C33923547 @default.
- W3121483279 hasConceptScore W3121483279C41008148 @default.
- W3121483279 hasConceptScore W3121483279C41045048 @default.
- W3121483279 hasConceptScore W3121483279C48921125 @default.
- W3121483279 hasConceptScore W3121483279C56086750 @default.
- W3121483279 hasConceptScore W3121483279C63817138 @default.
- W3121483279 hasConceptScore W3121483279C97137487 @default.
- W3121483279 hasConceptScore W3121483279C97379794 @default.
- W3121483279 hasLocation W31214832791 @default.
- W3121483279 hasOpenAccess W3121483279 @default.
- W3121483279 hasPrimaryLocation W31214832791 @default.
- W3121483279 hasRelatedWork W1788937816 @default.
- W3121483279 hasRelatedWork W1899621042 @default.
- W3121483279 hasRelatedWork W2031083589 @default.
- W3121483279 hasRelatedWork W2158126468 @default.
- W3121483279 hasRelatedWork W2191119664 @default.
- W3121483279 hasRelatedWork W2338579333 @default.
- W3121483279 hasRelatedWork W2611560922 @default.
- W3121483279 hasRelatedWork W2766772567 @default.
- W3121483279 hasRelatedWork W2803670347 @default.
- W3121483279 hasRelatedWork W2891832481 @default.
- W3121483279 hasRelatedWork W2945748308 @default.
- W3121483279 hasRelatedWork W2975767922 @default.
- W3121483279 hasRelatedWork W3039287978 @default.
- W3121483279 hasRelatedWork W3047457833 @default.
- W3121483279 hasRelatedWork W3100942525 @default.
- W3121483279 hasRelatedWork W3123835220 @default.
- W3121483279 hasRelatedWork W3127771133 @default.
- W3121483279 hasRelatedWork W3162799677 @default.
- W3121483279 hasRelatedWork W3209164254 @default.
- W3121483279 hasRelatedWork W3122259479 @default.
- W3121483279 isParatext "false" @default.
- W3121483279 isRetracted "false" @default.
- W3121483279 magId "3121483279" @default.
- W3121483279 workType "article" @default.