在刚刚识别的线性非高斯模型中测试仪器变量的有效性
Wolfgang Wiedermann1, Dexin Shi2
1Department of Educational, School, and Counseling Psychology, University of Missouri, Columbia, Missouri, USA.
概括
仪表变量 (IV) 估计现在可以在刚刚识别的模型中测试其有效性. 这项研究引入了一种新的方法来检测隐藏的混,在观察数据分析中增强因果推断.
科学领域:
- 计量经济学 计量经济学 计量经济学
- 因果推理因果推理
- 统计建模 统计建模
背景情况:
- 仪器变量 (IV) 估计对于观察数据中的因果推断至关重要.
- 关键假设包括仪器相关性和排除限制.
- 排除限制在刚刚识别的模型中是无法测试的,这对有效性构成了挑战.
研究的目的:
- 介绍非高斯IV模型的特性,用于测试隐藏的混.
- 在刚刚识别的模型中开发一种两步方法来测试IV有效性.
- 解决当排除限制在实证上无法测试时验证IV的挑战.
主要方法:
- 非高斯仪表变量模型的利用性质.
- 开发和评估了一种用于IV有效性的两步诊断程序.
- 采用蒙特卡洛模拟来评估拟议方法的性能.
- 用心理学研究中的实证例子说明了方法.
主要成果:
- 非高斯IV模型提供了一种方法来测试仪器和结果之间的隐藏混.
- 拟议的两步方法可以在刚刚识别的模型中测试IV有效性,以防止隐藏的混.
- 检测直接的IV结果路径 (排除限制违规行为) 仅限于过度识别的模型.
结论:
- 这项研究为开发仪器变量模型的诊断程序提供了宝贵的见解.
- 虽然取得了进展,但对刚刚发现的IV模型进行普遍验证仍然是一个复杂的任务.
- 讨论了最佳实践的建议和IV验证的未来研究.
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