if the number of instrument variable is equal to the number of endogeneous variable (exact-identification), can I still test the exogeneity of the IV? If so, how? TIA
【在 j***m 的大作中提到】 : if the number of instrument variable is equal to the number of endogeneous : variable (exact-identification), can I still test the exogeneity of the IV? : If so, how? TIA
y*8
7 楼
什么叫转角挡气?是指在楼梯的转角加个东西吗?
【在 d**********r 的大作中提到】 : 加个玄关/转角挡气就可以了。
f*r
8 楼
This test is to do a Hausman test. It's not to test the endogeneity of the instruments. It's not to test the endogeneity of the suspected endogenous variables either. It's a test that given the exogeneity of instruments, do you really need IV, or you are just fine to do OLS. There is no test to test endogeneity of instruments. Overidentification test can kind of do that, but in your case of exact identification, you cannot do that.
d*n
9 楼
Even for overidentification test, the test still needs to assume SOME IV is exogenous and then test whether the rest are exogenous under that assumption . So fundamentally the exogeneity of IVs can only be argured/reasoned, instead of being tested.
the do
【在 f*******r 的大作中提到】 : This test is to do a Hausman test. It's not to test the endogeneity of the : instruments. It's not to test the endogeneity of the suspected endogenous : variables either. It's a test that given the exogeneity of instruments, do : you really need IV, or you are just fine to do OLS. There is no test to : test endogeneity of instruments. Overidentification test can kind of do : that, but in your case of exact identification, you cannot do that.
h*i
10 楼
agree the exogenousality of the iv can not be totally tested you must need a story to justify your choice
is assumption
【在 d*******n 的大作中提到】 : Even for overidentification test, the test still needs to assume SOME IV is : exogenous and then test whether the rest are exogenous under that assumption : . So fundamentally the exogeneity of IVs can only be argured/reasoned, : instead of being tested. : : the : do