Exogeneity in structural equation models |
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Authors: | Xavier de Luna Per Johansson |
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Affiliation: | 1. Department of Statistics, Umeå University, S-90187 Umeå, Sweden;2. Department of Economics, Uppsala University and Institute for Labour Market Policy Evaluation, S-75120 Uppsala, Sweden |
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Abstract: | 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. |
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Keywords: | C12 C14 C15 C21 C31 C52 |
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