Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125346033> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W3125346033 abstract "This paper proposes a new framework for estimating instrumental variable (IV) quantile models. The first part of 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 500 with 20 endogenous variables in 5 seconds. Theoretical results for early termination of MILP are also provided. The second part of our proposal is a $k$-step correction framework, which is proved to be able to convert any point within a small but fixed neighborhood of the true parameter value into an estimate that is asymptotically equivalent to GMM. Our result does not require the initial estimate to be consistent and only $2log n$ iterations are needed. Since the $k$-step correction does not require any optimization, applying the $k$-step correction to MILP estimate provides a computationally attractive way of obtaining efficient estimators. When dealing with very large data sets, we can run the MILP algorithm on only a small subsample and our theoretical results guarantee that the resulting estimator from the $k$-step correction is equivalent to computing GMM on the full sample. As a result, we can handle massive datasets of millions of observations within seconds. 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.
- W3125346033 created "2021-02-01" @default.
- W3125346033 creator A5023444661 @default.
- W3125346033 date "2018-09-01" @default.
- W3125346033 modified "2023-09-27" @default.
- W3125346033 title "$k$-step correction for mixed integer linear programming: a new approach for instrumental variable quantile regressions and related problems" @default.
- W3125346033 hasPublicationYear "2018" @default.
- W3125346033 type Work @default.
- W3125346033 sameAs 3125346033 @default.
- W3125346033 citedByCount "0" @default.
- W3125346033 crossrefType "posted-content" @default.
- W3125346033 hasAuthorship W3125346033A5023444661 @default.
- W3125346033 hasConcept C105795698 @default.
- W3125346033 hasConcept C118671147 @default.
- W3125346033 hasConcept C126255220 @default.
- W3125346033 hasConcept C129848803 @default.
- W3125346033 hasConcept C134306372 @default.
- W3125346033 hasConcept C162144332 @default.
- W3125346033 hasConcept C182365436 @default.
- W3125346033 hasConcept C185429906 @default.
- W3125346033 hasConcept C185592680 @default.
- W3125346033 hasConcept C198531522 @default.
- W3125346033 hasConcept C199360897 @default.
- W3125346033 hasConcept C33923547 @default.
- W3125346033 hasConcept C41008148 @default.
- W3125346033 hasConcept C41045048 @default.
- W3125346033 hasConcept C43617362 @default.
- W3125346033 hasConcept C48921125 @default.
- W3125346033 hasConcept C56086750 @default.
- W3125346033 hasConcept C63817138 @default.
- W3125346033 hasConcept C97137487 @default.
- W3125346033 hasConceptScore W3125346033C105795698 @default.
- W3125346033 hasConceptScore W3125346033C118671147 @default.
- W3125346033 hasConceptScore W3125346033C126255220 @default.
- W3125346033 hasConceptScore W3125346033C129848803 @default.
- W3125346033 hasConceptScore W3125346033C134306372 @default.
- W3125346033 hasConceptScore W3125346033C162144332 @default.
- W3125346033 hasConceptScore W3125346033C182365436 @default.
- W3125346033 hasConceptScore W3125346033C185429906 @default.
- W3125346033 hasConceptScore W3125346033C185592680 @default.
- W3125346033 hasConceptScore W3125346033C198531522 @default.
- W3125346033 hasConceptScore W3125346033C199360897 @default.
- W3125346033 hasConceptScore W3125346033C33923547 @default.
- W3125346033 hasConceptScore W3125346033C41008148 @default.
- W3125346033 hasConceptScore W3125346033C41045048 @default.
- W3125346033 hasConceptScore W3125346033C43617362 @default.
- W3125346033 hasConceptScore W3125346033C48921125 @default.
- W3125346033 hasConceptScore W3125346033C56086750 @default.
- W3125346033 hasConceptScore W3125346033C63817138 @default.
- W3125346033 hasConceptScore W3125346033C97137487 @default.
- W3125346033 hasLocation W31253460331 @default.
- W3125346033 hasOpenAccess W3125346033 @default.
- W3125346033 hasPrimaryLocation W31253460331 @default.
- W3125346033 hasRelatedWork W1605780763 @default.
- W3125346033 hasRelatedWork W1647430131 @default.
- W3125346033 hasRelatedWork W2149695474 @default.
- W3125346033 hasRelatedWork W215659881 @default.
- W3125346033 hasRelatedWork W2171548897 @default.
- W3125346033 hasRelatedWork W2340232535 @default.
- W3125346033 hasRelatedWork W2532042523 @default.
- W3125346033 hasRelatedWork W2741392931 @default.
- W3125346033 hasRelatedWork W2747342926 @default.
- W3125346033 hasRelatedWork W2990866518 @default.
- W3125346033 hasRelatedWork W3008004731 @default.
- W3125346033 hasRelatedWork W3019370719 @default.
- W3125346033 hasRelatedWork W3123197844 @default.
- W3125346033 hasRelatedWork W3125348653 @default.
- W3125346033 hasRelatedWork W3125987670 @default.
- W3125346033 hasRelatedWork W3142168320 @default.
- W3125346033 hasRelatedWork W3151973893 @default.
- W3125346033 hasRelatedWork W3152428010 @default.
- W3125346033 hasRelatedWork W3205476987 @default.
- W3125346033 hasRelatedWork W2186349139 @default.
- W3125346033 isParatext "false" @default.
- W3125346033 isRetracted "false" @default.
- W3125346033 magId "3125346033" @default.
- W3125346033 workType "article" @default.