書誌事項
- タイトル別名
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- Instrumental Variable (IV) Selection for Estimating Total Effects in Conditional IV Method
- オボエガキ ジョウケン ツキ ソウサ ヘンスウホウ ノ スイテイ セイド ト ソウサ ヘンスウ ノ センタク
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Suppose that causal relationships among variables can be described by a causal diagram and the corresponding linear structural equation model. In order to identify total effects, Brito and Pearl (2002) have suggested the conditional instrumental variable method, which is provided as a generalization of the instrumental variable method. However, the selection of conditional instrumental variable given a set of covariates is not unique. In this paper, when a total effect can be estimated through the conditional instrumental variable method, we formulate the asymptotic variance of the total effect. In addition, when there are some conditional instrumental variables given a set of covariates, the difference between them is investigated based on the formulation.
収録刊行物
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- 応用統計学
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応用統計学 32 (2), 89-100, 2003
応用統計学会
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詳細情報 詳細情報について
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- CRID
- 1390001204441646208
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- NII論文ID
- 10011938365
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- NII書誌ID
- AN00330942
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- ISSN
- 18838081
- 02850370
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- NDL書誌ID
- 6805243
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- NDL
- Crossref
- CiNii Articles
- KAKEN
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- 抄録ライセンスフラグ
- 使用不可