Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155254 | Statistics & Probability Letters | 2008 | 6 Pages |
Abstract
The issue of potentially endogenous control variables in causal studies based on the assumption of no selection bias conditional on observables (conditional independence assumption, CIA) is discussed. The paper shows that the standard formulation of the CIA obscures the endogeneity problem. It suggests a CIA based on potential variables together with explicit exogeneity conditions, which allows a separate assessment of the endogeneity bias and the plausibility of the CIA.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Michael Lechner,