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searching for Optimal instruments 1 found (4 total)

alternate case: optimal instruments

Linear least squares (5,375 words) [view diff] exact match in snippet view article find links to article

^{\mathsf {T}}\mathbf {Z} )^{-1}\mathbf {Z} ^{\mathsf {T}}\mathbf {y} .} Optimal instruments regression is an extension of classical IV regression to the situation