scholarly journals Split-Sample Score Tests in Linear Instrumental Variables Regression

2007 ◽  
Author(s):  
Saraswata Chaudhuri ◽  
Thomas Richardson ◽  
James Robins ◽  
Eric W. Zivot
Keyword(s):  
Instrumental Variables ◽  
Score Tests ◽  
Split Sample ◽  
Sample Score

scholarly journals A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION

2010 ◽  
Vol 26 (6) ◽  
pp. 1820-1837 ◽  
Author(s):  
Saraswata Chaudhuri ◽  
Thomas Richardson ◽  
James Robins ◽  
Eric Zivot
Keyword(s):  
Instrumental Variables ◽  
Score Test ◽  
Usual Method ◽  
Type Inference ◽  
New Method ◽  
Discussion Paper ◽  
True Value ◽  
Split Sample ◽  
Sample Score ◽  
Parameters Of Interest

In this paper we introduce a new method of projection-type inference and describe it in the context of two stage least squares–based split-sample inference on subsets of structural coefficients in a linear instrumental variables regression model. The use of the new method not only guards against the uncontrolled overrejection of the true value of the parameters of interest but also reduces the conservativeness of the usual method of projection proposed by Dufour and his coauthors (Dufour, 1997, Econometrica 65, 1365–1388; Dufour and Jasiak, 2001, International Economic Review 41, 815–843; Dufour and Taamouti, 2005, discussion paper; Dufour and Taamouti, 2005, Econometrica 73, 1351–1365; Dufour and Taamouti, 2007, Journal of Econometrics 139, 133–153).

scholarly journals Split Sample Instrumental Variables

10.3386/t0150 ◽  
1995 ◽  
Author(s):  
Joshua Angrist ◽  
Alan Krueger
Keyword(s):  
Instrumental Variables ◽  
Split Sample

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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