加总偏误的Castle-Ⅳ校正与数值模拟

Castle-Ⅳ Correction for Aggregation Bias and Numerical Simulation

在加总过程内生性产生的两类单一内生节点和两类多内生节点情形基础上,文章利用Castle过程构建多重Ⅳ,并采用蒙特卡洛方法对多重Ⅳ的加总偏误校正效果进行比较分析。结果发现,单一有效Ⅳ、单一弱Ⅳ和多重有效Ⅳ均有显著的加总偏误校正效果,而单一伪Ⅳ和多重伪Ⅳ依然存在明显的估计偏误。

Based on two types of single endogenous nodes and multiple endogenous nodes generated by the endogeneity of the aggregation process,this paper constructs multiple Ⅳs through Castle process,and comparatively analyzes the correction effect on the aggregation bias of multiple Ⅳs by using the Monte Carlo method.The results show that single effective Ⅳ,single weak Ⅳ and multiple effective Ⅳs all have significant aggregation bias correction effects,while single pseudo Ⅳ and multiple pseudo Ⅳs still have obvious estimation bias.