Two-stage residual inclusion estimation: addressing endogeneity in health econometric modeling.

By J. Terza, A. Basu, Paul J. Rathouz. 2008

1,778 citations recorded by the source corpus.

Subfields: Economics and Econometrics, General Health Professions

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Citations in the corpus

Roots to Grow: Family Firms and Local Embeddedness in Rural and Urban Contexts (2018, methodology): “In linear models, 2SRI is similar to the popular two-stage least squares (2SLS) method and is, therefore, consistent in terms of results (Terza et al., 2008: 534).”
Control Function Methods in Applied Econometrics (2015, methodology): “Papke and Wooldridge (2008) shows how the CF approach can be combined with the Chamberlain- Mundlak device for handling time- constant heterogeneity.”
Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance (2013, result): “Therefore, we conclude that our results are robust to this instrumental variable strategy.21 V. Outsourcing and Family Complex-Fund Incentives 20 See, for example, Terza et al. (2008) for a description of this procedure.”
Air conditioning and electricity expenditure: The role of climate in temperate countries (2020, methodology): “Moreover, the CF produces a test of endogeneity, the heteroskedasticityrobust Hausman test based on the null hypothesis that our variable of interest (ACi) is exogenous (Terza et al., 2008; Wooldridge, 2015).”
Impact of public and private research funding on scientific production: The case of nanotechnology (2012, methodology): “Although we have not yet found in the literature an application of the 2SRI model using panel data, we will estimate the 2SRI model considering the overall error term as equivalent to the error term of the model utilized by Terza et al. (2008).”
A review of instrumental variable estimators for Mendelian randomization (2015, methodology): “Some investigators have therefore recommended the adjusted two-stage method when the second-stage regression is logistic on the premise that it is less biased than the unadjusted two-stage method.(66) Under a particular choice of mathematical model in which the first-stage residual is equal (up to a”
Quasi-maximum likelihood estimation and testing for nonlinear models with endogenous explanatory variables (2014, methodology): “Of course, we first have to estimate the ei2 for each i. Inserting residuals from a discrete first-stage estimation into a second stage has been suggested by Terza et al. (2008) (TBR); they call the approach ‘‘two-stage residual inclusion’’ (2SRI).”
Where, When, and how Long: Factors that Influence the Redemption of Mobile Phone Coupons (2015, background): “All that changes is that the probit residuals become additional covariates in Equation 1.5 Terza, Basu, and Rathouz (2008) show using several simulation studies that adding probit residuals to a nonlinear demand model, such as our MBP model in Equation 1, substantially reduces endogeneity bias in…”