带凸性约束的非参数工具变量回归的不适定性

On ill-posedness of nonparametric instrumental variable regression with convexity constraints

Econometrics Journal · 2016
被引 2
ABS 3

中文导读

证明,在非参数工具变量回归中,对回归函数施加单调性或凸性约束并不能恢复问题的适定性,无正则化的最小距离问题仍然是局部不适定的。

Abstract

This note shows that adding monotonicity or convexity constraints on the regression function does not restore well‐posedness in nonparametric instrumental variable regression. The minimum distance problem without regularization is still locally ill‐posed.

计量经济学非参数回归工具变量凸性约束不适定问题