Druss2k's user avatar
Druss2k's user avatar
Druss2k's user avatar
Druss2k
  • Member for 11 years, 7 months
  • Last seen more than 1 year ago
11 votes
1 answer
611 views

Luce choice axiom, question about conditional probability [closed]

8 votes
1 answer
1k views

How exactly is the sum (or mean) centering constraint for splines (also w.r.t. gam from mgcv) done?

7 votes
1 answer
669 views

Definition of "optimal" instruments

6 votes
1 answer
1k views

Looking for a OLS-Equation if one Regressor is correlated with the error

6 votes
1 answer
1k views

Setting up a naive tensor product B-spline example

6 votes
1 answer
382 views

Question about a marginal distribution

6 votes
1 answer
339 views

Question about inverse in a two-step estimator as a joint GMM-estimators approach

5 votes
1 answer
138 views

Question about proof for luce choice axiom w.r.t. conditional probability

5 votes
1 answer
189 views

Understanding the two-stage choice paradigm

5 votes
0 answers
2k views

How to forecast (extrapolate) within a (B-)Spline setting

5 votes
1 answer
193 views

About Identification in a 3 equation SEM

5 votes
0 answers
3k views

Why is correlation between y and $\hat{y}$ in a model with and without intercept equal?

5 votes
1 answer
3k views

When are the asymptotic variance of OLS and 2SLS equal?

5 votes
1 answer
381 views

Is there a better way to create variables with a certain correlation and one of them is heteroskedastic?

4 votes
1 answer
88 views

What does "static" in the context of a SEM mean?

4 votes
2 answers
366 views

Calculation of an "unconstrained" normal distribution (starting from a censored one)

4 votes
1 answer
2k views

How to solve the problem, that the scale of variables influence the gradient/optimization

3 votes
2 answers
241 views

What is the distribution of $e=Y-\mathbb{E}(Y)$ where $Y=\exp(u), \ \ \ u\sim\mathbb{N}\left(\mu,\sigma^2\right)$

3 votes
1 answer
297 views

Question about a derivative of the 2nd-step moments in a two-step estimator as a joint GMM-estimators approach

3 votes
1 answer
819 views

How do I identify this simultaneous equations model?

3 votes
1 answer
384 views

How to handle this 3 equation SEM?

3 votes
1 answer
277 views

Are variables, which linear combination results in a endogenous variable, endogenous?

3 votes
0 answers
1k views

Mixed thoughts about the Durbin-Wu-Hausman Test. Is it really feasible?

2 votes
1 answer
750 views

Asymptotic assumptions in OLS

2 votes
0 answers
262 views

Matrix of correlations between the residuals in a SEM fitted by R systemfit function

2 votes
0 answers
2k views

Question about Hausman-test for endogeneity with two endogenous regressors with potential heteroscedasticity

2 votes
0 answers
1k views

Discussion about proxy- and instrument variables and endogeneity in the context of a multi equation model

2 votes
1 answer
470 views

The meaning of translation completeness w.r.t a random variable

2 votes
1 answer
131 views

Question about identification for this parametrization

2 votes
1 answer
79 views

What do I do with zero columns in a tensor.prod.model.matrix?