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Exogeneity in structural equation models
Umeå University, Faculty of Social Sciences, Statistics.
2006 (English)In: Journal of Econometrics, Vol. 132, 527-543 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
2006. Vol. 132, 527-543 p.
Keyword [en]
Kullback-Leibler information, Potential outcomes
URN: urn:nbn:se:umu:diva-17999DOI: doi:10.1016/j.jeconom.2005.02.010OAI: diva2:157672
Available from: 2007-02-05 Created: 2007-02-05 Last updated: 2011-01-11Bibliographically approved

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ReferencesLink to record
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