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A test of the independence of subsets of instrumental variables and regressors
Affiliation:1. Department of Clinical Psychology, University of Marburg, Marburg, Germany;2. Department of Clinical Psychology, University of Leipzig, Leipzig, Germany;1. College of Geography Sciences and Key Laboratory of Virtual Geographic Environment (Ministry of Education), Nanjing Normal University, Nanjing, Jiangsu, 210023, China;2. Department of Earth, Atmospheric and Planetary Sciences, Purdue University, West Lafayette, IN, 47907, USA;3. Jiangsu Center for Collaborative Innovation in Geographic Information Resource Development and Application, Nanjing, Jiangsu, 210023, China;4. Key Laboratory of Western China''s Environmental Systems (Ministry of Education), College of Earth and Environmental Sciences, Lanzhou University, Lanzhou, 730000, China;1. Universidade Nove de Julho (UNINOVE), São Paulo, Brazil;2. Hypertension Unit, Heart Institute (InCor), University of São Paulo, São Paulo, Brazil;3. Gynecology Department, University of São Paulo, São Paulo, Brazil;1. Department of Geological Sciences, University of Manitoba, Winnipeg, Manitoba R3T 2N2, Canada;2. Department of Geological Sciences, University of Saskatchewan, Saskatoon, Saskatchewan S7N 5A2, Canada;3. Department of Earth and Atmospheric Sciences, University of Alberta, Edmonton, Alberta T6G 2R3, Canada
Abstract:A Wald statistic is presented to test for the independence of subsets of regressors and instrumental variables and the disturbance in a regression equation. The test does not require that the equation be identified under maintained conditions.
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