Business, 06.05.2020 06:02 zayrasanatana13
In an instrumental variable regression model with one regressor, Xi , and one instrument, Zi , the regression of Xi onto Zi has R 2 = 0.05 and n = 100. Is Zi a strong instrument? [Hint: See Equation (7.14).] Would your answer change if R 2 = 0.05 and n = 500? Stock, James H.. Introduction to Econometrics (Pearson Series in Economics (Hardcover)) (p. 462). Pearson Education. Kindle Edition.
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Business, 22.06.2019 03:00
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In an instrumental variable regression model with one regressor, Xi , and one instrument, Zi , the r...
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