a simple question about instrument variable# Economics - 经济
y*8
1 楼
风水上都是说楼梯在房间中间大忌。但是美国很多都是这样的房子。有什么化解的办法
吗？
吗？
w*l
2 楼
我就是看中aol的Imap邮箱功能，把认为重要的信件都转发到哪里。可是经常发现我的
信莫名其妙被珊了。找aol的人问，又没有联系方式。太恶心了。
信莫名其妙被珊了。找aol的人问，又没有联系方式。太恶心了。
j*m
3 楼
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
variable (exact-identification), can I still test the exogeneity of the IV?
If so, how? TIA
d*r
4 楼
加个玄关/转角挡气就可以了。
g*e
5 楼
are you kidding???
【在 w********l 的大作中提到】
: 我就是看中aol的Imap邮箱功能，把认为重要的信件都转发到哪里。可是经常发现我的
: 信莫名其妙被珊了。找aol的人问，又没有联系方式。太恶心了。
【在 w********l 的大作中提到】
: 我就是看中aol的Imap邮箱功能，把认为重要的信件都转发到哪里。可是经常发现我的
: 信莫名其妙被珊了。找aol的人问，又没有联系方式。太恶心了。
x*4
6 楼
yes. ivendog or hausman in stata.
?
【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
?
【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。
【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.
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.
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
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
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