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Title: | A comparative study on estimation methods to deal with the endogeneity in linear random-intercept models with an extension | Authors: | Rikhtehgaran, Reyhaneh Kazemi, Iraj VERBEKE, Geert |
Issue Date: | 2017 | Publisher: | TAYLOR & FRANCIS LTD | Source: | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 87(1), p. 171-186 | Abstract: | In this paper, we investigate estimation methods to deal with situations where random intercepts are associated to time-varying covariates in the context of linear mixed models. First, a review of previous ways to deal with this so-called endogeneity issue is presented, then a new method based on shared random effects is proposed. Simulation studies and an empirical example are utilized to assess the performance of our proposed method. It is shown that our new approach is more efficient than most competitors and is robust to the misspecification of the random-effects distributions. | Notes: | [Rikhtehgaran, Reyhaneh] Isfahan Univ Technol, Dept Math Sci, Esfahan 8415683111, Iran. [Kazemi, Iraj] Univ Isfahan, Dept Stat, Esfahan 81746, Iran. [Verbeke, Geert] Katholieke Univ Leuven, B-3000 Leuven, Belgium. [Verbeke, Geert] Univ Hasselt, B-3590 Diepenbeek, Belgium. | Keywords: | endogenous covariates; fixed-effect approach; longitudinal data; mixture strategy; random-effect approach;Endogenous covariates; fixed-effect approach; longitudinal data; mixture strategy; random-effect approach | Document URI: | http://hdl.handle.net/1942/22836 | ISSN: | 0094-9655 | e-ISSN: | 1563-5163 | DOI: | 10.1080/00949655.2016.1196689 | ISI #: | 000387252400011 | Rights: | © 2016 Informa UK Limited, trading as Taylor & Francis Group | Category: | A1 | Type: | Journal Contribution | Validations: | ecoom 2017 |
Appears in Collections: | Research publications |
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File | Description | Size | Format | |
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A comparitive.pdf Restricted Access | Published version | 1.7 MB | Adobe PDF | View/Open Request a copy |
Endogeneity_2014_Dec_22 (1).pdf | Peer-reviewed author version | 328.15 kB | Adobe PDF | View/Open |
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