instrumental variable model

基本解释

Proposes an algorithm of bi-iteration subspace tracking using instrumental variable, and it is a bi-iterate rank-one update model.
提出了一种运用辅助变量的双迭代子空间跟踪方法。
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.
针对单方程的经济计量模型从多个可供选择的工具变量出发，用它们的估计量的线性组合构造一个最佳工具变量估计量，并给出了一个阐述结果的例。
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.
并以此为基础，衍生出工具变量回归模型，在剔除了解释变量多重共线性的影响后，验证了结果的准确性。
wise.xmu.edu.cn