메뉴 건너뛰기




Volumn 48, Issue 1, 2014, Pages 243-250

The presence of an error term does not preclude causal inference in regression: A comment on Krause (2012)

Author keywords

Endogeneity; Instrumental variable; Omitted variable bias

Indexed keywords


EID: 84891630851     PISSN: 00335177     EISSN: 15737845     Source Type: Journal    
DOI: 10.1007/s11135-012-9763-7     Document Type: Article
Times cited : (1)

References (61)
  • 1
    • 78650070250 scopus 로고    scopus 로고
    • Testing for causal effects in a generalized regression model with endogenous regressors
    • Abrevaya J., Hausman J. A., Khan S.: Testing for causal effects in a generalized regression model with endogenous regressors. Econometrica 78, 2043-2061 (2010).
    • (2010) Econometrica , vol.78 , pp. 2043-2061
    • Abrevaya, J.1    Hausman, J.A.2    Khan, S.3
  • 3
    • 0040332008 scopus 로고    scopus 로고
    • Instrumental variables and the search for identification: from supply and demand to natural experiments
    • Angrist J. D., Krueger A. B.: Instrumental variables and the search for identification: from supply and demand to natural experiments. J. Econ. Perspect. 15, 69-85 (2001).
    • (2001) J. Econ. Perspect. , vol.15 , pp. 69-85
    • Angrist, J.D.1    Krueger, A.B.2
  • 7
    • 84055200426 scopus 로고    scopus 로고
    • Control variable use and reporting in macro and micro management research
    • Atinc G., Simmering M. J., Kroll M. J.: Control variable use and reporting in macro and micro management research. Organ. Res. Methods 15, 57-74 (2012).
    • (2012) Organ. Res. Methods , vol.15 , pp. 57-74
    • Atinc, G.1    Simmering, M.J.2    Kroll, M.J.3
  • 8
    • 48749123108 scopus 로고    scopus 로고
    • Controlling for endogeneity with instrumental variables in strategic management research
    • Bascle G.: Controlling for endogeneity with instrumental variables in strategic management research. Strateg. Organ. 6, 285-327 (2008).
    • (2008) Strateg. Organ. , vol.6 , pp. 285-327
    • Bascle, G.1
  • 9
    • 0002651357 scopus 로고
    • A generalized classical method of linear estimation of coefficients in a structural equation
    • Basmann R. L.: A generalized classical method of linear estimation of coefficients in a structural equation. Econometrica 25, 77-83 (1957).
    • (1957) Econometrica , vol.25 , pp. 77-83
    • Basmann, R.L.1
  • 10
    • 85066989975 scopus 로고    scopus 로고
    • Instrumental variables and GMM: estimation and testing
    • Baum C. F., Schaffer M. E.: Instrumental variables and GMM: estimation and testing. Stata J. 3, 1-31 (2003).
    • (2003) Stata J. , vol.3 , pp. 1-31
    • Baum, C.F.1    Schaffer, M.E.2
  • 11
    • 43749107899 scopus 로고    scopus 로고
    • Enhanced routines for instrumental variables/generalized method of moments estimation and testing
    • Baum C. F., Schaffer M. E., Stillman S.: Enhanced routines for instrumental variables/generalized method of moments estimation and testing. Stata J. 7, 465-506 (2007).
    • (2007) Stata J. , vol.7 , pp. 465-506
    • Baum, C.F.1    Schaffer, M.E.2    Stillman, S.3
  • 13
    • 34250086992 scopus 로고
    • Two- or three-stage least squares?
    • Belsley D. A.: Two- or three-stage least squares?. Comput. Sci. Econ. Manag. 1, 21-30 (1988).
    • (1988) Comput. Sci. Econ. Manag. , vol.1 , pp. 21-30
    • Belsley, D.A.1
  • 14
    • 0142001391 scopus 로고
    • Paring 3SLS calculations down to manageable proportions
    • Belsley D. A.: Paring 3SLS calculations down to manageable proportions. Comput. Sci. Econ. Manag. 5, 157-169 (1992).
    • (1992) Comput. Sci. Econ. Manag. , vol.5 , pp. 157-169
    • Belsley, D.A.1
  • 16
    • 2442451389 scopus 로고    scopus 로고
    • Automating the selection of model-implied instrumental variables
    • Bollen K. A., Bauer D. J.: Automating the selection of model-implied instrumental variables. Sociol Methods Res. 32, 425-452 (2004).
    • (2004) Sociol Methods Res. , vol.32 , pp. 425-452
    • Bollen, K.A.1    Bauer, D.J.2
  • 17
    • 34547233564 scopus 로고    scopus 로고
    • Latent variable models under misspecification: two-stage least squares (2SLS) and maximum likelihood (ML) estimators
    • Bollen K. A., Kirby J. B., Curran P. J., Paxton P. M., Chen F.: Latent variable models under misspecification: two-stage least squares (2SLS) and maximum likelihood (ML) estimators. Sociol Methods Res. 36, 48-86 (2007).
    • (2007) Sociol Methods Res. , vol.36 , pp. 48-86
    • Bollen, K.A.1    Kirby, J.B.2    Curran, P.J.3    Paxton, P.M.4    Chen, F.5
  • 18
    • 36448944724 scopus 로고    scopus 로고
    • A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables
    • Bollen K. A., Maydeu-Olivares A.: A polychoric instrumental variable (PIV) estimator for structural equation models with categorical variables. Psychometrika 72, 309-326 (2007).
    • (2007) Psychometrika , vol.72 , pp. 309-326
    • Bollen, K.A.1    Maydeu-Olivares, A.2
  • 20
    • 77953519101 scopus 로고    scopus 로고
    • Instrumental variable methods in comparative safety and effectiveness research
    • Brookharz M. A., Rassen J. A., Schneeweiss S.: Instrumental variable methods in comparative safety and effectiveness research. Pharmacoepidemiol. Drug Saf. 19, 537-554 (2010).
    • (2010) Pharmacoepidemiol. Drug Saf. , vol.19 , pp. 537-554
    • Brookharz, M.A.1    Rassen, J.A.2    Schneeweiss, S.3
  • 21
    • 77952858616 scopus 로고    scopus 로고
    • Bayesian methods for meta-analysis of causal relationships estimated using genetic instrumental variables
    • CRP CHD Genetics Collaboration et al
    • CRP CHD Genetics Collaboration et al.: Bayesian methods for meta-analysis of causal relationships estimated using genetic instrumental variables. Stat. Med. 29, 1298-1311 (2010).
    • (2010) Stat. Med. , vol.29 , pp. 1298-1311
    • Burgess, S.1    Thompson, S.G.2
  • 23
    • 84862219259 scopus 로고    scopus 로고
    • The illusion of statistical control: control variable practice in management research
    • Carlson K. D., Wu J.: The illusion of statistical control: control variable practice in management research. Organ. Res. Methods 15, 413-435 (2012).
    • (2012) Organ. Res. Methods , vol.15 , pp. 413-435
    • Carlson, K.D.1    Wu, J.2
  • 24
    • 79551635284 scopus 로고    scopus 로고
    • An extended class of instrumental variables for the estimation of causal effects
    • Chalak K., White H.: An extended class of instrumental variables for the estimation of causal effects. Can. J. Econ 44, 1-51 (2011).
    • (2011) Can. J. Econ , vol.44 , pp. 1-51
    • Chalak, K.1    White, H.2
  • 25
    • 84862290109 scopus 로고    scopus 로고
    • Using descendants as instrumental variables for the identification of direct causal effects in linear SEMs
    • Chan H., Kuroki M.: Using descendants as instrumental variables for the identification of direct causal effects in linear SEMs. J. Mach. Learn. Res., Workshop Conf. Proc. 9, 73-80 (2010).
    • (2010) J. Mach. Learn. Res., Workshop Conf. Proc. , vol.9 , pp. 73-80
    • Chan, H.1    Kuroki, M.2
  • 26
    • 27744480498 scopus 로고    scopus 로고
    • Consistent estimation with a large number of weak instruments
    • Chao J. C., Swanson N. R.: Consistent estimation with a large number of weak instruments. Econom. 73, 1673-1692 (2005).
    • (2005) Econom. , vol.73 , pp. 1673-1692
    • Chao, J.C.1    Swanson, N.R.2
  • 27
    • 79955023419 scopus 로고    scopus 로고
    • Use of instrumental variable in prescription drug research with observational data: a systematic review
    • Chen Y., Briesacher B. A.: Use of instrumental variable in prescription drug research with observational data: a systematic review. J. Clin. Epidemiol. 64, 687-700 (2011).
    • (2011) J. Clin. Epidemiol. , vol.64 , pp. 687-700
    • Chen, Y.1    Briesacher, B.A.2
  • 28
    • 81155152598 scopus 로고    scopus 로고
    • IV models of ordered choice
    • Chesher A., Smolinski K.: IV models of ordered choice. J. Econom 166, 33-48 (2012).
    • (2012) J. Econom , vol.166 , pp. 33-48
    • Chesher, A.1    Smolinski, K.2
  • 30
    • 42749097421 scopus 로고    scopus 로고
    • A semi-parametric Bayesian approach to the instrumental variable problem
    • Conley T. G., Hansen C. B., McCulloch R. E., Rossi P. E.: A semi-parametric Bayesian approach to the instrumental variable problem. J. Econom. 144, 276-305 (2008).
    • (2008) J. Econom. , vol.144 , pp. 276-305
    • Conley, T.G.1    Hansen, C.B.2    McCulloch, R.E.3    Rossi, P.E.4
  • 32
    • 77957778209 scopus 로고    scopus 로고
    • Assumptions of IV methods for observational epidemiology
    • Didelez V., Meng S., Sheehan N. A.: Assumptions of IV methods for observational epidemiology. Stat. Sci. 25, 22-40 (2010).
    • (2010) Stat. Sci. , vol.25 , pp. 22-40
    • Didelez, V.1    Meng, S.2    Sheehan, N.A.3
  • 33
    • 42049112340 scopus 로고    scopus 로고
    • From statistical associations to causation: what developmentalists can learn from instrumental variable techniques coupled with experimental data
    • Gennetian A. L., Magnuson K., Morris A. P.: From statistical associations to causation: what developmentalists can learn from instrumental variable techniques coupled with experimental data. Dev. Psychol. 44, 381-394 (2008).
    • (2008) Dev. Psychol. , vol.44 , pp. 381-394
    • Gennetian, A.L.1    Magnuson, K.2    Morris, A.P.3
  • 34
    • 0033853460 scopus 로고    scopus 로고
    • An introduction to instrumental variables for epidemiologists
    • Greenland S.: An introduction to instrumental variables for epidemiologists. Int. J. Epidemiol. 29, 722-729 (2000).
    • (2000) Int. J. Epidemiol. , vol.29 , pp. 722-729
    • Greenland, S.1
  • 35
    • 0036220263 scopus 로고    scopus 로고
    • A new specification test for the validity of instrumental variables
    • Hahn J., Hausman J.: A new specification test for the validity of instrumental variables. Econometrica 70, 163-189 (2002).
    • (2002) Econometrica , vol.70 , pp. 163-189
    • Hahn, J.1    Hausman, J.2
  • 36
    • 34547666953 scopus 로고    scopus 로고
    • Long difference instrumental variables estimation for dynamic panel models with fixed effects
    • Hahn J., Hausman J., Kuersteiner G.: Long difference instrumental variables estimation for dynamic panel models with fixed effects. J. Econom. 140, 574-617 (2007).
    • (2007) J. Econom. , vol.140 , pp. 574-617
    • Hahn, J.1    Hausman, J.2    Kuersteiner, G.3
  • 37
    • 0000250716 scopus 로고
    • Specification tests in econometrics
    • Hausman J. A.: Specification tests in econometrics. Econometrica 46, 1251-1271 (1978).
    • (1978) Econometrica , vol.46 , pp. 1251-1271
    • Hausman, J.A.1
  • 38
    • 38549181718 scopus 로고    scopus 로고
    • Systemfit: a package for estimating systems of simultaneous equations in R
    • Henningsen A., Hamann J. D.: Systemfit: a package for estimating systems of simultaneous equations in R. J. Stat. Softw. 23, 1-40 (2007).
    • (2007) J. Stat. Softw. , vol.23 , pp. 1-40
    • Henningsen, A.1    Hamann, J.D.2
  • 39
    • 0040915093 scopus 로고
    • A note on instrumental variables and maximum likelihood estimation procedures
    • Holly A., Magnus J. R.: A note on instrumental variables and maximum likelihood estimation procedures. Ann. Econ. Stat. 10, 121-138 (1988).
    • (1988) Ann. Econ. Stat. , vol.10 , pp. 121-138
    • Holly, A.1    Magnus, J.R.2
  • 40
    • 42749095324 scopus 로고    scopus 로고
    • Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution
    • Hu Y.: Identification and estimation of nonlinear models with misclassification error using instrumental variables: a general solution. J. Econom. 144, 27-61 (2008).
    • (2008) J. Econom. , vol.144 , pp. 27-61
    • Hu, Y.1
  • 41
    • 84891624941 scopus 로고    scopus 로고
    • IBM Technote 80345. Accessed 28 June 2012
    • IBM Technote 80345. IBM-SPSS Support. http://www-1. ibm. com/support/docview. wss?uid=swg21482474 (2012). Accessed 28 June 2012.
    • (2012) IBM-SPSS Support
  • 42
    • 84868619136 scopus 로고    scopus 로고
    • Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances
    • Iglesias E. M., Phillips G. D. A.: Improved instrumental variables estimation of simultaneous equations under conditionally heteroskedastic disturbances. J. Appl. Econom. 27, 474-499 (2012).
    • (2012) J. Appl. Econom. , vol.27 , pp. 474-499
    • Iglesias, E.M.1    Phillips, G.D.A.2
  • 44
    • 69149103381 scopus 로고    scopus 로고
    • Using instrumental variable (IV) tests to evaluate model specification in latent variable structural equation models
    • Kirby J. B., Bollen K. A.: Using instrumental variable (IV) tests to evaluate model specification in latent variable structural equation models. Sociol. Methodol. 39, 327-355 (2009).
    • (2009) Sociol. Methodol. , vol.39 , pp. 327-355
    • Kirby, J.B.1    Bollen, K.A.2
  • 46
    • 84883306312 scopus 로고    scopus 로고
    • The incompatibility of achieving a fully specified linear model with assuming that residual dependent-variable variance is random
    • doi: 10. 1007/s11135-012-9712-5
    • Krause, M. S.: The incompatibility of achieving a fully specified linear model with assuming that residual dependent-variable variance is random. Qual. Quant. (2012). doi: 10. 1007/s11135-012-9712-5.
    • (2012) Qual. Quant.
    • Krause, M.S.1
  • 47
    • 79551700885 scopus 로고    scopus 로고
    • Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach
    • Kraay A.: Instrumental variables regressions with uncertain exclusion restrictions: a Bayesian approach. J. Appl. Econom. 27, 108-128 (2012).
    • (2012) J. Appl. Econom. , vol.27 , pp. 108-128
    • Kraay, A.1
  • 49
    • 76849107687 scopus 로고    scopus 로고
    • On the use of instrumental variables in accounting research
    • Larcker D. F., Rusticus T. O.: On the use of instrumental variables in accounting research. J. Account. Econ. 49, 186-205 (2010).
    • (2010) J. Account. Econ. , vol.49 , pp. 186-205
    • Larcker, D.F.1    Rusticus, T.O.2
  • 50
    • 77952703116 scopus 로고    scopus 로고
    • Tantalus on the road to asymptopia
    • Leamer E. E.: Tantalus on the road to asymptopia. J. Econ. Perspect. 24, 31-46 (2010).
    • (2010) J. Econ. Perspect. , vol.24 , pp. 31-46
    • Leamer, E.E.1
  • 51
    • 0037502887 scopus 로고    scopus 로고
    • Working with imperfect models
    • MacCallum R. C.: Working with imperfect models. Mult. Behav. Res. 38, 113-139 (2003).
    • (2003) Mult. Behav. Res. , vol.38 , pp. 113-139
    • MacCallum, R.C.1
  • 52
    • 33847310728 scopus 로고    scopus 로고
    • Avoiding invalid instruments and coping with weak instruments
    • Murray M. P.: Avoiding invalid instruments and coping with weak instruments. J. Econ. Perspect. 20, 111-132 (2006).
    • (2006) J. Econ. Perspect. , vol.20 , pp. 111-132
    • Murray, M.P.1
  • 54
    • 79951699206 scopus 로고    scopus 로고
    • The Hausman test in a cliff and ord panel model
    • Mutl J., Pfaffermayr M.: The Hausman test in a cliff and ord panel model. Econ. J. 14(1), 48-76 (2011).
    • (2011) Econ. J. , vol.14 , Issue.1 , pp. 48-76
    • Mutl, J.1    Pfaffermayr, M.2
  • 55
    • 0001488412 scopus 로고    scopus 로고
    • The performance of ML, GLS, and WLS estimation in structural equation modeling under conditions of misspecification and nonnormality
    • Olsson U. H., Foss T., Troye S. V., Howell R. D.: The performance of ML, GLS, and WLS estimation in structural equation modeling under conditions of misspecification and nonnormality. Struct. Equat. Model. 7, 557-595 (2000).
    • (2000) Struct. Equat. Model. , vol.7 , pp. 557-595
    • Olsson, U.H.1    Foss, T.2    Troye, S.V.3    Howell, R.D.4
  • 57
    • 0001755034 scopus 로고
    • The estimation of economic relationships using instrumental variables
    • Sargan J.: The estimation of economic relationships using instrumental variables. Econometrica 26, 393-415 (1958).
    • (1958) Econometrica , vol.26 , pp. 393-415
    • Sargan, J.1
  • 58
    • 38249020678 scopus 로고
    • Three-stage least squares with different instruments for different equations
    • Schmidt P.: Three-stage least squares with different instruments for different equations. J. Econ. 43, 389-394 (1990).
    • (1990) J. Econ. , vol.43 , pp. 389-394
    • Schmidt, P.1
  • 59
    • 78650940691 scopus 로고    scopus 로고
    • Instrumental variables estimation in political science: a readers' guide
    • Sovey A. J., Green D. P.: Instrumental variables estimation in political science: a readers' guide. Am. J. Polit. Sci. 55, 188-200 (2011).
    • (2011) Am. J. Polit. Sci. , vol.55 , pp. 188-200
    • Sovey, A.J.1    Green, D.P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.