Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure. (Q5958524)
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scientific article; zbMATH DE number 1715536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure. |
scientific article; zbMATH DE number 1715536 |
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Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure. (English)
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3 March 2002
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In the common situation of a single endogenous regressor with multiple instruments, the eigenvalues needed for the likelihood ratio test of instrument relevance and the partial \(R^{2}\) are both demonstrated to be easily obtained from a single auxiliary regression.
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Instrumental variables
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Instrument relevance
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