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Estimates of the bias and MSE of the OLS estimator and the homoscedastic IV estimator (IV homo) and the heteroskedastic IV estimator (IV hete) of βi.

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Figshare2016-12-29 更新2026-04-29 收录
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https://figshare.com/articles/dataset/Estimates_of_the_bias_and_MSE_of_the_OLS_estimator_and_the_homoscedastic_IV_estimator_IV_homo_and_the_heteroskedastic_IV_estimator_IV_hete_of_i_i_sub_i_i_i_sub_/4501703
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In brackets the standard error of the estimate of the expected value of the bias and MSE. Results based on 1000 replications of the data generator model given by Eqs (6) to (11) and parameters from Table 2 and sample size n.
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2016-12-29
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