scholarly journals Comparison Between Nelson-Olson Method and Two-Stage Limited Dependent Variables (2SLDV ) Method for the Estimation of a Simultaneous Equations System (Tobit Model)

2021 ◽  
Vol 27 (130) ◽  
pp. 210-226
Author(s):  
Fulla Makee Ahmed ◽  
Eman Mohammed Abdullah
Keyword(s):  
Tobit Model ◽  
Simultaneous Equations ◽  
The Other ◽  
Two Stage ◽  
Good Estimator ◽  
Estimation Efficiency ◽  
Limited Dependent Variables ◽  
Dependent Variables ◽  
Endogenous Variables ◽  
Simultaneous Equations System

This study relates to  the estimation of  a simultaneous equations system for the Tobit model where the dependent variables  ( )  are limited, and this will affect the method to choose the good estimator. So, we will use new estimations methods  different from the classical methods, which if used in such a case, will produce biased and inconsistent estimators which is (Nelson-Olson) method  and  Two- Stage limited dependent variables(2SLDV) method  to get of estimators that hold characteristics the good estimator . That is , parameters will be estimated for the limited variables and find the variance-covariance  matrix for extracted estimators  by  the  aforementioned two methods and then compare between the results of the two methods and find any better method by estimation and then finding the estimation efficiency, and this is what the study aims to . A simultaneous equations system will be imposed for the limited model defined by two equations containing  two endogenous variables one of complete observations and the other censored at zero.    The two methods were used to analyze the relationship between income and family expenditure on durable consumer goods , where the results showed that the performance of (Nelson-Olson) method is better than performing the Two-Stage limited dependent variables (2SLDV) method in obtain the lower values and all comparison measures as well as the results showed that income and expenditure   one affects the other and the     and the price affects the income and expenditure

scholarly journals CDSIMEQ: A Program to Implement Two-stage Probit Least Squares

2003 ◽  
Vol 3 (2) ◽  
pp. 157-167 ◽  
Author(s):  
Omar M. G. Keshk
Keyword(s):  
Least Squares ◽  
Estimation Method ◽  
Least Squares Estimation ◽  
Simultaneous Equations ◽  
The Other ◽  
Endogenous Variable ◽  
Standard Errors ◽  
Two Stage ◽  
Simultaneous Equations Models ◽  
Endogenous Variables

The cdsimeq command implements the two-stage probit least squares estimation method described in Maddala (1983) for simultaneous equations models in which one of the endogenous variables is continuous and the other endogenous variable is dichotomous.1 The cdsimeq command implements all the necessary procedures for obtaining consistent estimates for the coefficients, as well as their corrected standard errors.

scholarly journals An Analysis of the Effectiveness of Supplemental Instruction: The Problem of Selection Bias and Limited Dependent Variables

2003 ◽  
Vol 5 (2) ◽  
pp. 235-243 ◽  
Author(s):  
Tyler J. Bowles ◽  
Jason Jones
Keyword(s):  
Regression Models ◽  
Supplemental Instruction ◽  
Single Equation ◽  
Simultaneous Equation ◽  
Academic Ability ◽  
Variable Model ◽  
Limited Dependent Variable ◽  
Limited Dependent Variables ◽  
Dependent Variables ◽  
Endogenous Variables

Single equation regression models have been used rather extensively to test the effectiveness of Supplemental Instruction (SI). This approach, however, fails to account for the possibility that SI attendance and the outcome of SI attendance are jointly determined endogenous variables. Moreover, the standard approach fails to account for the fact that these two endogenous variables are categorical. This article presents and applies a simultaneous equation, limited dependent variable model of SI effectiveness. Our analysis suggests that results from applying this type of model may differ markedly from the traditional statistical models applied in SI research. Specifically, our results suggest that students with below average academic ability are more likely to attend SI and that common measures of student ability included in single equation models fail to adequately control for this characteristic. Therefore, single equation OLS models may underestimate SI effectiveness.

Effects of Attachment Styles on the Experience of Equity in Heterosexual Couples Relationships

2003 ◽  
Vol 50 (4) ◽  
pp. 298-310 ◽  
Author(s):  
Ina Grau ◽  
Jörg Doll
Keyword(s):  
Attachment Theory ◽  
Attachment Style ◽  
Intimate Relationships ◽  
Attachment Styles ◽  
Experimental Studies ◽  
The Other ◽  
Heterosexual Couples ◽  
Secure Attachment ◽  
Dependent Variables ◽  
Equity Ratio

Abstract. Employing one correlational and two experimental studies, this paper examines the influence of attachment styles (secure, anxious, avoidant) on a person’s experience of equity in intimate relationships. While one experimental study employed a priming technique to stimulate the different attachment styles, the other involved vignettes describing fictitious characters with typical attachment styles. As the specific hypotheses about the single equity components have been developed on the basis of the attachment theory, the equity ratio itself and the four equity components (own outcome, own input, partner’s outcome, partner’s input) are analyzed as dependent variables. While partners with a secure attachment style tend to describe their relationship as equitable (i.e., they give and take extensively), partners who feel anxious about their relationship generally see themselves as being in an inequitable, disadvantaged position (i.e., they receive little from their partner). The hypothesis that avoidant partners would feel advantaged as they were less committed was only supported by the correlational study. Against expectations, the results of both experiments indicate that avoidant partners generally see themselves (or see avoidant vignettes) as being treated equitably, but that there is less emotional exchange than is the case with secure partners. Avoidant partners give and take less than secure ones.

Impulsivity and Aggression: A Meta-analysis Using the UPPS Model of Impulsivity

2019 ◽  
Author(s):  
Konrad Bresin
Keyword(s):  
Structural Equation Modeling ◽  
Sensation Seeking ◽  
Structural Equation ◽  
Meta Analysis ◽  
The Other ◽  
Equation Modeling ◽  
Negative Urgency ◽  
Two Stage ◽  
Trait Impulsivity

Trait impulsivity has long been proposed to play a role in aggression, but the results across studies have been mixed. One possible explanation for the mixed results is that impulsivity is a multifaceted construct and some, but not all, facets are related to aggression. The goal of the current meta-analysis was to determine the relation between the different facets of impulsivity (i.e., negative urgency, positive urgency, lack of premeditation, lack of perseverance, and sensation seeking) and aggression. The results from 93 papers with 105 unique samples (N = 36, 215) showed significant and small-to-medium correlations between each facet of impulsivity and aggression across several different forms of aggression, with more impulsivity being associated with more aggression. Moreover, negative urgency (r = .24, 95% [.18, .29]), positive urgency (r = .34, 95% [.19, .44]), and lack of premeditation (r = .23, 95% [.20, .26]) had significantly stronger associations with aggression than the other scales (rs < .18). Two-stage meta-analytic structural equation modeling showed that these effects were not due to overlap among facets of impulsivity. These results help advance the field of aggression research by clarifying the role of impulsivity and may be of interest to researchers and practitioners in several disciplines.

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