stata内生性检验
时间: 2023-09-04 10:13:33 浏览: 317
在进行stata内生性检验时,可以使用豪斯曼检验和过度识别约束检验来检验变量的内生性。豪斯曼检验可以使用stata手工代码来进行。观察不可识别检验和C统计量的p值,原假设是变量为外生变量。而弱工具变量检验可以判断变量是否与内生解释变量强相关。此外,还可以进行回归来观察变量之间的相关关系。<span class="em">1</span><span class="em">2</span><span class="em">3</span>
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- *2* [stata学习笔记|内生性](https://blog.csdn.net/Clytie_Lion/article/details/121157068)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v93^chatsearchT3_2"}}] [.reference_item style="max-width: 50%"]
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