Search results for "Instrumental variable"
showing 10 items of 32 documents
A Monte Carlo study comparing PIV, ULS and DWLS in the estimation of dichotomous confirmatory factor analysis
2012
We conducted a Monte Carlo study to investigate the performance of the polychoric instrumental variable estimator (PIV) in comparison to unweighted least squares (ULS) and diagonally weighted least squares (DWLS) in the estimation of a confirmatory factor analysis model with dichotomous indicators. The simulation involved 144 conditions (1,000 replications per condition) that were defined by a combination of (a) two types of latent factor models, (b) four sample sizes (100, 250, 500, 1,000), (c) three factor loadings (low, moderate, strong), (d) three levels of non-normality (normal, moderately, and extremely non-normal), and (e) whether the factor model was correctly specified or misspecif…
“Rationally Local”: Consumer Participation in Alternative Food Chains
2015
Why are consumers increasingly participating in alternative food chains to co-produce and distribute foods with farmers? In this paper, values and food-related lifestyles, as well as transaction costs and socio-demographics, are used to analyze consumer participation in alternative food chains in Italy. Using a simultaneous system of equations, a model with instrumental variables is implemented to measure the relationships between values and food-related lifestyles, and between the latter and participation in an alternative food chain. Our results show that Italian participants in alternative food chains have the profile of rational shoppers who typically look at price and taste criteria. A…
Causal Effects of Body Mass Index on Airflow Obstruction and Forced Mid-Expiratory Flow: A Mendelian Randomization Study Taking Interactions and Age-…
2021
Obesity has complex links to respiratory health. Mendelian randomization (MR) enables assessment of causality of body mass index (BMI) effects on airflow obstruction and mid-expiratory flow. In the adult SAPALDIA cohort, recruiting 9,651 population-representative samples aged 18–60 years at baseline (female 51%), BMI and the ratio of forced expiratory volume in 1 second (FEV1) to forced vital capacity (FVC) as well as forced mid-expiratory flow (FEF25–75%) were measured three times over 20 follow-up years. The causal effects of BMI in childhood and adulthood on FEV1/FVC and FEF25–75% were assessed in predictive (BMI averaged over 1st and 2nd, lung function (LF) averaged over 2nd and 3rd fol…
Economic Returns to Education in France: OLS and Instrumental Variable Estimations
2013
En ligne sur : http://121.52.153.179/JOURNAL/LJE%20VOL%2018-2/Bhatti,%20Bourdon%20and%20Aslam.pdf; International audience; This article estimates the economic returns to schooling as well as analyzing other explanatory factors for the French labor market. It addresses the issue of endogeneity bias and proposes two new instruments for use in the instrumental variable two-stage least squares technique. Our results show that the proposed instruments are relevant and adequate, based on evidence from the available literature. After using the proposed instruments, we find that the OLS coefficients for schooling are biased downwards. Finally, we choose between the two proposed instruments.
Structure and determinants of production in Textile-Clothing-Leather-Skins (TCLS) craft industry in Benin: a study based on investigations of the val…
2014
Lieu et date de la conférence modifiées. Prétoria 31Juillet au 2 Août 2014 (Au lieu de Kigali -Rwanda); International audience; Sustainable economic growth in Benin requires a better understand of the informalsector, which contributes to two-thirds of GDP. Particularly, craft industry and TCLSsubsector is one of informal activity sector to be handled. The objectives of this work wereto identify the structure and factors that determine the production in TCLS craft industry.This study was based on a survey carried out in February 2011 on value creationdata in craft industry of TCLS in Benin. Lack of data induced by informal activities wascircumvented using an imputation method. A Multiple Cor…
Canonical correlation in multivariate time series analysis
1997
We analyze a class o f state space identification algorithms for time series, based on canonical correlation analysis in the ligth of recent results on stochastic systems theory calle d « subspace methods » .These can be describe as covariance estimation followed b y stochastic realization .The methods offer the major advantage o f converting the nonlinear parameter estimation phase in traditional V A R M A models identification in to the solution o f Riccati equation but introduce at the same time some no n trivial mathematical problem s related to positivity. The states o f the forward -backward innovations representation have an interpretation : Instrumental Variables estimators .
Self-Efficacy Between Previous and Current Mathematics Performance of Undergraduate Students: An Instrumental Variable Approach to Exposing a Causal …
2021
PurposeSelf-efficacy has been argued theoretically and shown empirically to be an essential construct for students’ improved learning outcomes. However, there is a dearth of studies on its causal effects on performance in mathematics among university students. Meanwhile, it will be erroneous to assume that results from other fields of studies generalize to mathematics learning due to the task-specificity of the construct. As such, attempts are made in the present study to provide evidence for a causal relationship between self-efficacy and performance with a focus on engineering students following a mathematics course at a Norwegian university.MethodThe adopted research design in the presen…
Human capital and the intertemporal substitution for leisure: empirical evidence for Spain
2022
AbstractIn this paper we provide the first estimate of the intertemporal substitution for leisure in Spain, accounting for the impact of human capital accumulation. This would allow uncovering whether the intertemporal labour supply of Spanish workers is affected by human capital. Our empirical strategy consists of estimating the equation for the intertemporal substitution of leisure with and without accounting for human capital, what allows to detect hypothetical estimation biases associated to omitting the impact of human capital. To that end, we build a pseudo-panel data set combining the Spanish Family Expenditure Survey and the Labour Survey over the period 1987–1997. While the model t…
Returns To Education During And After The Economic Crisis: Evidence From Latvia 2006–2012
2017
We employ EU-SILC micro data for Latvia to study how returns to education changed during the economic crisis of 2008–2009 and afterwards. We found that returns to education increased significantly during the crisis and decreased slightly during the subsequent economic recovery. The counter-cyclical effect was evident in nearly all population groups. After the crisis, education became more associated than before with a longer working week and a higher employment probability. Furthermore, we show that returns to education in Latvia are generally higher in the capital city and its suburbs than outside the capital city region, as well as for citizens of Latvia than for resident non-citizens and…
Explaining local governments' cost efficiency: Controllable and uncontrollable factors
2020
Abstract Efficient and effective management of public resources is essential at all levels of government. This issue has gained momentum due to the strains that affected public sector finances after the onset of the 2007/08 crisis in many countries, particularly in Europe. In this article, we evaluate the influence of environmental variables that affect local government efficiency in one European country, Spain, during the crisis years (2009–2015). To this end, and considering the possible influence of both controllable and uncontrollable factors, we use an approach that is able to analyse their impact across the conditional distribution of performance, and which controls for the (likely) e…