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Results tagged with endogeneity
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user 76484
Endogeneity refers to a situation where an explanatory variable in a model is correlated with the error term. Endogeneity induces biased parameter estimates. This is an important problem when working with observational data and the goal is causal inference.
2
votes
Does confounding always imply endogeneity?
But if the confounding variable is measured, then it's no longer endogeneity. … .$ $X$ is confounded with $U_Y,$ which is the definition of endogeneity. Typically, $U_Y$ is not measured. …
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0
votes
Measuring the causal impact of a policy that is not binding
You want to know if there is an endogeneity problem. The answer is that it depends. … Now you have a backdoor path from $I$ to $Y,$ and you have an endogeneity problem. …
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1
vote
How to deal with treatment variable which is determined by the outcome variable
Here's a partial answer: for any moment in time $t$, think about the outcomes at $t$, the messages at $t+1,$ and the outcomes at $t+2,$ like so:
Obviously, this diagram leaves out traffic, weather, a …
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10
votes
Accepted
An intuitive explanation of the instrumental variable
I think the most intuitive explanation lies in the causal Directed Acyclic Graph (DAG) approach taken by Judea Pearl, where $A\to B$ means $A$ causes $B$. The typical setup for an instrumental variabl …
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2
votes
My instrument (z) only affects y through x, but y affects z directly. Is my instrument valid?
If it is the case that $Y$ affects $Z,$ then $Z$ cannot be an instrument. By definition, an instrumental variable has to be $d$-separated from $Y$ in $G_{\alpha}$ and $d$-connected to $X.$ Your instru …
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4
votes
Does an endogenous variable bias the coefficient of the exogenous one?
Well, except in the multivariate normal case, zero covariance does not imply independence. You have not specified any distributions, so we cannot assume multivariate normal distributions. So technical …
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2
votes
Instrumental variables- unconfoundness vs exclusion restriction
On page 86 of Causal Inference in Statistics: A Primer, by Pearl, Glymour, and Jewell, the authors state that
A variable is called an "instrument" if it is $d$-separated from $Y$ in $G_\alpha$ and, i …
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