Article ID Journal Published Year Pages File Type
1155254 Statistics & Probability Letters 2008 6 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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