A weighted average limited information maximum likelihood estimator
(2024) In Statistical Papers 65(5). p.2641-2666- Abstract
In this article, a Stein-type weighted limited information maximum likelihood (LIML) estimator is proposed. It is based on a weighted average of the ordinary least squares (OLS) and LIML estimators, with weights inversely proportional to the Hausman test statistic. The asymptotic distribution of the proposed estimator is derived by means of local-to-exogenous asymptotic theory. In addition, the asymptotic risk of the Stein-type LIML estimator is calculated, and it is shown that the risk is strictly smaller than the risk of the LIML under certain conditions. A Monte Carlo simulation and an empirical application of a green patent dataset from Nordic countries are used to demonstrate the superiority of the Stein-type LIML estimator to the... (More)
In this article, a Stein-type weighted limited information maximum likelihood (LIML) estimator is proposed. It is based on a weighted average of the ordinary least squares (OLS) and LIML estimators, with weights inversely proportional to the Hausman test statistic. The asymptotic distribution of the proposed estimator is derived by means of local-to-exogenous asymptotic theory. In addition, the asymptotic risk of the Stein-type LIML estimator is calculated, and it is shown that the risk is strictly smaller than the risk of the LIML under certain conditions. A Monte Carlo simulation and an empirical application of a green patent dataset from Nordic countries are used to demonstrate the superiority of the Stein-type LIML estimator to the OLS, two-stage least squares, LIML and combined estimators when the number of instruments is large.
(Less)
- author
- Qasim, Muhammad LU
- publishing date
- 2024-07
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- 2SLS, Endogeneity, Instrumental variables, LIML, Many weak instruments, Shrinkage estimator, Stein estimation, C13, C26
- in
- Statistical Papers
- volume
- 65
- issue
- 5
- pages
- 26 pages
- publisher
- Springer
- external identifiers
-
- scopus:85173791738
- ISSN
- 0932-5026
- DOI
- 10.1007/s00362-023-01485-2
- language
- English
- LU publication?
- no
- additional info
- Publisher Copyright: © The Author(s) 2023.
- id
- a4b842c4-0b33-4a43-a1f9-602e952df7a3
- date added to LUP
- 2025-01-20 12:36:09
- date last changed
- 2025-04-04 14:02:40
@article{a4b842c4-0b33-4a43-a1f9-602e952df7a3, abstract = {{<p>In this article, a Stein-type weighted limited information maximum likelihood (LIML) estimator is proposed. It is based on a weighted average of the ordinary least squares (OLS) and LIML estimators, with weights inversely proportional to the Hausman test statistic. The asymptotic distribution of the proposed estimator is derived by means of local-to-exogenous asymptotic theory. In addition, the asymptotic risk of the Stein-type LIML estimator is calculated, and it is shown that the risk is strictly smaller than the risk of the LIML under certain conditions. A Monte Carlo simulation and an empirical application of a green patent dataset from Nordic countries are used to demonstrate the superiority of the Stein-type LIML estimator to the OLS, two-stage least squares, LIML and combined estimators when the number of instruments is large.</p>}}, author = {{Qasim, Muhammad}}, issn = {{0932-5026}}, keywords = {{2SLS; Endogeneity; Instrumental variables; LIML; Many weak instruments; Shrinkage estimator; Stein estimation; C13; C26}}, language = {{eng}}, number = {{5}}, pages = {{2641--2666}}, publisher = {{Springer}}, series = {{Statistical Papers}}, title = {{A weighted average limited information maximum likelihood estimator}}, url = {{http://dx.doi.org/10.1007/s00362-023-01485-2}}, doi = {{10.1007/s00362-023-01485-2}}, volume = {{65}}, year = {{2024}}, }