scholarly journals Understanding Instrumental Variables in Models with Essential Heterogeneity

2006 ◽  
Author(s):  
James J. Heckman ◽  
Edward J. Vytlacil ◽  
Sergio Samuel Urzua
Keyword(s):  
Instrumental Variables ◽  
Essential Heterogeneity

scholarly journals On the Implications of Essential Heterogeneity for Estimating Causal Impacts Using Social Experiments

2015 ◽  
Vol 4 (1) ◽  
Author(s):  
Martin Ravallion
Keyword(s):  
Standard Model ◽  
Least Squares ◽  
Instrumental Variables ◽  
Ordinary Least Squares ◽  
Costs And Benefits ◽  
Social Experiments ◽  
Latent Heterogeneity ◽  
The Standard Model ◽  
Essential Heterogeneity

AbstractThe standard model of essential heterogeneity, whereby program take up depends on unobserved costs and benefits of take up, is generalized to allow the source of latent heterogeneity to influence counterfactual outcomes. The standard instrumental variables (IV) estimator is shown to still be preferable to the naïve, ordinary least squares (OLS), estimator for mean impact on the treated. However, under certain conditions, the IV estimate of the overall mean impact will be even more biased than OLS. Examples are given for stylized training, insurance and microcredit schemes.

scholarly journals Understanding Instrumental Variables in Models with Essential Heterogeneity

2006 ◽  
Vol 88 (3) ◽  
pp. 389-432 ◽  
Author(s):  
James J Heckman ◽  
Sergio Urzua ◽  
Edward Vytlacil
Keyword(s):  
Instrumental Variables ◽  
Essential Heterogeneity

Economic State and Institutional Environment of Russian Industrial Enterprises: The Empirical Analysis of Interrelations

2005 ◽  
pp. 67-86 ◽  
Author(s):  
G. Kleiner ◽  
R. Kachalov ◽  
E. Sushko
Keyword(s):  
Institutional Environment ◽  
Negative Influence ◽  
The State ◽  
Industrial Enterprises ◽  
Strategic Approach ◽  
Market Situation ◽  
Economic State ◽  
Essential Heterogeneity ◽  
The Empirical Analysis ◽  
Weak Influence

The paper presents the analysis of the data received from the survey of heads of industrial enterprises and also experts-researchers in 2003-2004. The data describe the economic state of enterprises and their position in competitive, administrative, intermediary, financial etc. environment. The assumption of essential heterogeneity of the set of industrial enterprises, including enterprises of the same sector or the same territorial formation is confirmed. It is shown that Russian industrial enterprises as a rule do not feel influence of the stock market situation while the condition of the currency market influences the majority of enterprises. The sensitivity of enterprises depends on their economic situation: the better is the state, the stronger is the influence. Weak influence of the investment and administrative environment on the state of enterprises and negative influence of the activity of intermediary organizations are registered. More than 2/3 of the respondents consider important strengthening of the responsibility of large proprietors for inefficient activity of their enterprises. Lack of the strategic approach in the activity of authorities of all levels is ascertained and the necessity of development and realization of industrial policy at all administrative levels, including the municipal one, is shown.

scholarly journals Optimizing Transmit Sequence and Instrumental Variables Receiver for Dual-Function Complexity System

Complexity ◽  
2020 ◽  
Vol 2020 ◽  
pp. 1-13
Author(s):  
Yu Yao ◽  
Junhui Zhao ◽  
Lenan Wu
Keyword(s):  
Approximate Solution ◽  
Instrumental Variables ◽  
Performance Index ◽  
Dual Function ◽  
Np Hard ◽  
Match Filter ◽  
Filter Output ◽  
Phase Code ◽  
Discrete Phase ◽  
Simulation Results

This correspondence deals with the joint cognitive design of transmit coded sequences and instrumental variables (IV) receive filter to enhance the performance of a dual-function radar-communication (DFRC) system in the presence of clutter disturbance. The IV receiver can reject clutter more efficiently than the match filter. The signal-to-clutter-and-noise ratio (SCNR) of the IV filter output is viewed as the performance index of the complexity system. We focus on phase only sequences, sharing both a continuous and a discrete phase code and develop optimization algorithms to achieve reasonable pairs of transmit coded sequences and IV receiver that fine approximate the behavior of the optimum SCNR. All iterations involve the solution of NP-hard quadratic fractional problems. The relaxation plus randomization technique is used to find an approximate solution. The complexity, corresponding to the operation of the proposed algorithms, depends on the number of acceptable iterations along with on and the complexity involved in all iterations. Simulation results are offered to evaluate the performance generated by the proposed scheme.

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