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Keyword: isotonic regression;
2 results found.
GLS under monotone heteroskedasticity
Yoichi Arai, Taisuke Otsu and Mengshan Xu
The generalized least square (GLS) is one of the most basic tools in regression analyses. A major issue in implementing the GLS is estimation of the conditional variance function of the error term, which typically requir...Read more...
27 October 2022
Isotonic propensity score matching
Taisuke Otsu and Mengshan Xu
We propose a one-to-many matching estimator of the average treatment effect based on propensity scores estimated by isotonic regression. The method relies on the monotonicity assumption on the propensity score function, ...Read more...
19 July 2022