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Results tagged with exogeneity
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user 40010
The property of a variable being unexplained by the model or being fixed in repeated sampling. Common in economics and econometrics and an assumption of the classical linear regression model.
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What does strict exogeneity condition of OLS really mean?
In Hayashi's Econometrics, it is stated that one of the assumption of classical OLS is: $$\mathbb{E}(\epsilon_i\lvert\mathbf{x_1}, \mathbf{x_2}, \ldots, \mathbf{x_n}) = 0 \text{, for } i=1, \ldots, n. …
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