Identifying monotonic and non-monotonic relationships
We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.
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- James J. Heckman & Sergio Urzua & Edward J. Vytlacil, 2006.
"Understanding Instrumental Variables in Models with Essential Heterogeneity,"
NBER Working Papers
12574, National Bureau of Economic Research, Inc.
- James J. Heckman & Sergio Urzua & Edward Vytlacil, 2006. "Understanding Instrumental Variables in Models with Essential Heterogeneity," The Review of Economics and Statistics, MIT Press, vol. 88(3), pages 389-432, August.
- Heckman, James J. & Urzua, Sergio & Vytlacil, Edward, 2006. "Understanding Instrumental Variables in Models with Essential Heterogeneity," IZA Discussion Papers 2320, Institute for the Study of Labor (IZA).
- James J. Heckman & Sergio Urzua & Edward Vytlacil, 2009. "Understanding Instrumental Variables in Models with Essential Heterogeneity," Working Papers 200941, Geary Institute, University College Dublin.
- Yitzhaki, Shlomo, 1996. "On Using Linear Regressions in Welfare Economics," Journal of Business & Economic Statistics, American Statistical Association, vol. 14(4), pages 478-86, October.
- Shlomo Yitzhaki & Edna Schechtman, 2004. "The Gini Instrumental Variable, or the “double instrumental variable” estimator," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 287-313.
- Yitzhaki, Shlomo, 1989.
"On the Sensitivity of a Regression Coefficient to Monotonic Transformations,"
232665, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
- Yitzhaki, Shlomo, 1990. "On the Sensitivity of a Regression Coefficient to Monotonic Transformations," Econometric Theory, Cambridge University Press, vol. 6(02), pages 165-169, June.
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