arrow
返回

Exogeneity in structural equation models

delete2006-06-01
delete8
PRE
AI
X
Xavier de Luna *
P
Per Johansson
DOI:10.1016/j.jeconom.2005.02.010delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
The practical relevance of several concepts of exogeneity of treatments for the estimation of causal parameters based on observational data are discussed. We show that the traditional concepts, such as strong ignorability and weak and super-exogeneity, are too restrictive if interest lies in average effects (i.e. not on distributional effects of the treatment). We suggest a new definition of exogeneity, KL-exogeneity. It does not rely on distributional assumptions and is not based on counterfactual random variables. As a consequence it can be empirically tested using a proposed test that is simple to implement and is distribution-free. (c) 2005 Elsevier B.V. All rights reserved.
Keyword:
Kullback-Leibler information
linear exponential family
potential outcomes
ignorability
weak and super exogeneity
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

Journal of Econometrics 封面图
Journal of Econometrics
IF:
4
论文数:
5.2K
被引数:
3.0W

机构

暂无机构信息
引用论文

引用论文

PSEUDO MAXIMUM-LIKELIHOOD METHODS - THEORY伪最大似然方法-理论
err1984-05-01
err800
errOAAI
errGOURIEROUX, C; MONFORT, A; TROGNON, A
err分享
err收藏
Group IV Photonics: Towards Carbon Nanotube Photonics
err2013-01-01
err0
PREAI
errNicolas Izard; Adrien Noury; Etienne Gaufres; Xavier Le Roux; Laurent Vivien
err分享
err收藏
学者 查看更多内容