Multi-Threshold Structural Equation Model
多阈值结构方程模型
In this article, we consider the instrumental variable estimation for causal regression parameters with multiple unknown structural changes across subpopulations. We propose a multiple change point detection method to determine the number of thresholds and estimate the threshold locations in the two-stage least square procedure. After identifying the estimated threshold locations, we use the Wald method to estimate the parameters of interest, that is, the regression…