English
Related papers

Related papers: Simple Estimation of Semiparametric Models with Me…

200 papers

We show that the generalized method of moments (GMM) estimation problem in instrumental variable quantile regression (IVQR) models can be equivalently formulated as a mixed integer quadratic programming problem. This enables exact…

Computation · Statistics 2017-03-29 Le-Yu Chen , Sokbae Lee

Structural estimation is an important methodology in empirical economics, and a large class of structural models are estimated through the generalized method of moments (GMM). Traditionally, selection of structural models has been performed…

Econometrics · Economics 2018-07-19 Junpei Komiyama , Hajime Shimao

This letter proposes a new method for joint state and parameter estimation in uncertain dynamical systems. We exploit the partial errors-in-variables (PEIV) principle and formulate a regression problem in the sense of weighted total least…

Signal Processing · Electrical Eng. & Systems 2024-07-03 Peng Liu , Kailai Li , Gustaf Hendeby , Fredrik Gustafsson

In this paper, we develop a multi-step estimation procedure to simultaneously estimate the varying-coefficient functions using a local-linear generalized method of moments (GMM) based on continuous moment conditions. To incorporate spatial…

Methodology · Statistics 2024-10-07 Pratim Guha Niyogi , Ping-Shou Zhong , Xiaohong Joe Zhou

Moment restrictions and their conditional counterparts emerge in many areas of machine learning and statistics ranging from causal inference to reinforcement learning. Estimators for these tasks, generally called methods of moments, include…

Machine Learning · Computer Science 2023-06-14 Heiner Kremer , Yassine Nemmour , Bernhard Schölkopf , Jia-Jie Zhu

The asymptotic behavior of GMM estimators depends critically on whether the underlying moment condition model is correctly specified. Hong and Li (2023, Econometric Theory) showed that GMM estimators with nonsmooth (non-directionally…

Econometrics · Economics 2026-02-03 Byunghoon Kang , Seojeong Lee , Juha Song

Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…

Computation · Statistics 2021-07-12 Nicola Donelli , Stefano Peluso , Antonietta Mira

Moment-based estimation is a theoretically attractive approach to parametric inference, especially when likelihood-based estimation is unavailable, misspecified, or computationally inconvenient. However, the moment equations involve sample…

Statistics Theory · Mathematics 2026-05-28 Liu Zhang , Amit Singer

The Generalized Method of Moments (GMM) is a partition of unity based technique for solving electromagnetic and acoustic boundary integral equations. Past work on the GMM for electromagnetics was confined to geometries modeled by piecewise…

Computational Physics · Physics 2015-06-18 Daniel Dault , Naveen V. Nair , Jie Li , Balasubramaniam Shanker

Survey instruments and assessments are frequently used in many domains of social science. When the constructs that these assessments try to measure become multifaceted, multidimensional item response theory (MIRT) provides a unified…

Methodology · Statistics 2025-01-08 Chenchen Ma , Jing Ouyang , Chun Wang , Gongjun Xu

Longitudinal studies frequently incorporate covariates that evolve over time, creating complex dependence structures between outcomes and predictors. When covariates are time dependent, standard power analysis tools--largely developed for…

Methodology · Statistics 2026-05-29 Niloofar Ramezani , Oliver Hurst

We consider estimation in moment condition models and show that under any bound on identification strength, asymptotically admissible (i.e. undominated) estimators in a wide class of estimation problems must be uniformly continuous in the…

Econometrics · Economics 2023-05-11 Isaiah Andrews , Anna Mikusheva

Statistical models are central to machine learning with broad applicability across a range of downstream tasks. The models are controlled by free parameters that are typically estimated from data by maximum-likelihood estimation or…

Machine Learning · Computer Science 2023-08-16 Vaidotas Simkus , Benjamin Rhodes , Michael U. Gutmann

We consider mediated effects of an exposure, X on an outcome, Y, via a mediator, M, under no unmeasured confounding assumptions in the setting where models for the conditional expectation of the mediator and outcome are partially linear. We…

Methodology · Statistics 2025-01-08 Oliver Hines , Stijn Vansteelandt , Karla Diaz-Ordaz

We study the expectation-maximization (EM) algorithm for general latent-variable models under (i) distributional misspecification and (ii) nonidentifiability induced by a group action. We formulate EM on the quotient parameter space and…

Statistics Theory · Mathematics 2026-01-06 Koustav Mallik

We introduce a new method for estimating the mean of an outcome variable within groups when researchers only observe the average of the outcome and group indicators across a set of aggregation units, such as geographical areas. Existing…

Methodology · Statistics 2026-05-01 Cory McCartan , Shiro Kuriwaki

In finite samples, the use of a slightly endogenous but highly relevant instrument can reduce mean-squared error (MSE). Building on this observation, I propose a novel moment selection procedure for GMM -- the Focused Moment Selection…

Methodology · Statistics 2026-02-24 Francis J. DiTraglia

With recent advances in sequencing technologies, large amounts of epigenomic data have become available and computational methods are contributing significantly to the progress of epigenetic research. As an orthogonal approach to methods…

Genomics · Quantitative Biology 2019-11-05 Alexander Lück , Verena Wolf

Missing data occur frequently in empirical studies in health and social sciences, often compromising our ability to make accurate inferences. An outcome is said to be missing not at random (MNAR) if, conditional on the observed variables,…

Methodology · Statistics 2019-01-23 BaoLuo Sun , Lan Liu , Wang Miao , Kathleen Wirth , James Robins , Eric Tchetgen Tchetgen

The estimation of parameter standard errors for semi-variogram models is challenging, given the two-step process required to fit a parametric model to spatially correlated data. Motivated by an application in the social-epidemiology, we…

Methodology · Statistics 2023-07-18 Julia Dyck , Odile Sauzet