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  2. Generalized method of moments - Wikipedia

    en.wikipedia.org/wiki/Generalized_method_of_moments

    In econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models.Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable.

  3. EM algorithm and GMM model - Wikipedia

    en.wikipedia.org/wiki/EM_Algorithm_And_GMM_Model

    The EM algorithm consists of two steps: the E-step and the M-step. Firstly, the model parameters and the () can be randomly initialized. In the E-step, the algorithm tries to guess the value of () based on the parameters, while in the M-step, the algorithm updates the value of the model parameters based on the guess of () of the E-step.

  4. Generalized estimating equation - Wikipedia

    en.wikipedia.org/wiki/Generalized_estimating...

    1.1 Relationship with Generalized Method of Moments. 2 Computation. 3 See also. ... Download as PDF; Printable version; ... In statistics, ...

  5. Optimal instruments - Wikipedia

    en.wikipedia.org/wiki/Optimal_instruments

    To estimate parameters of a conditional moment model, the statistician can derive an expectation function (defining "moment conditions") and use the generalized method of moments (GMM). However, there are infinitely many moment conditions that can be generated from a single model; optimal instruments provide the most efficient moment conditions.

  6. Estimating equations - Wikipedia

    en.wikipedia.org/wiki/Estimating_equations

    In statistics, the method of estimating equations is a way of specifying how the parameters of a statistical model should be estimated. This can be thought of as a generalisation of many classical methods—the method of moments , least squares , and maximum likelihood —as well as some recent methods like M-estimators .

  7. Should you throw out your black plastic cooking utensils? - AOL

    www.aol.com/lifestyle/black-plastic-spatulas...

    Megan Liu, lead study author and science and policy manager at Toxic-Free Future, tells Yahoo Life that this was a “minor point” in the study. “We feel bad that this happened,” she adds.

  8. Arellano–Bond estimator - Wikipedia

    en.wikipedia.org/wiki/Arellano–Bond_estimator

    In econometrics, the Arellano–Bond estimator is a generalized method of moments estimator used to estimate dynamic models of panel data.It was proposed in 1991 by Manuel Arellano and Stephen Bond, [1] based on the earlier work by Alok Bhargava and John Denis Sargan in 1983, for addressing certain endogeneity problems. [2]

  9. Method of moments (statistics) - Wikipedia

    en.wikipedia.org/wiki/Method_of_moments_(statistics)

    In statistics, the method of moments is a method of estimation of population parameters. The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest. Those ...