Standard error correction in two-stage estimation with nested samples
By P. Karaca-Mandic, Kenneth Train. 2003
91 citations recorded by the source corpus.
Subfields: Control and Systems Engineering, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/aa3245f5de27ab2f0d479bfed908d26262e003fd
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Control and Systems Engineering
In Statistics and Probability
Citations in the corpus
- A Control Function Approach to Endogeneity in Consumer Choice Models (2010, background): “Karaca-Mandic and Train (2003) derive the specific form of these formulas that is applicable to the control function approach.”
- Correcting for endogeneity due to omitted attributes in discrete-choice models: the multiple indicator solution (2016, methodology): “Instead, it could be obtained using non-parametric methods, such as the bootstrap applied by Petrin and Train (2002), or the analytical method proposed by Karaca-Mandic and Train (2003).”
- Competition, Efficiency, and Soundness in European Life Insurance Markets (2017, unknown): “A number of papers have derived the asymptotic variance for two-stage estimation in different contexts (for a review, see Karaca-Mandic and Train, 2003) but these do not cover all possible applications.”