instrumental variable model

基本解釋

Proposes an algorithm of bi-iteration subspace tracking using instrumental variable, and it is a bi-iterate rank-one update model.
提出了一種運用輔助變量的雙迭代子空間跟蹤方法。
In this paper, a best instrumental variable estimator is made up by the linear combination of a few instrumental variables from an equation model of econometrics.
針對單方程的經(jīng)濟計量模型從多個可供選擇的工具變量出發(fā)，用它們的估計量的線性組合構(gòu)造一個最佳工具變量估計量，并給出了一個闡述結(jié)果的例。
Further, on this basis we derived an instrumental variable regression model. After disregarding the effect of multicollinearity among the explanatory variables, we verify the accuracy of the results.
并以此為基礎(chǔ)，衍生出工具變量回歸模型，在剔除了解釋變量多重共線性的影響后，驗證了結(jié)果的準確性。
wise.xmu.edu.cn