Some consequences of model misspecification for t testing in a structural equation

Christopher L. Skeels; Murray D. Smith

doi:10.1016/0378-3758(95)00057-7

Some consequences of model misspecification for t testing in a structural equation

Christopher L. Skeels^*
, Murray D. Smith

^*Awdur cyfatebol y gwaith hwn

Australian National University
The University of Sydney

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

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This paper examines the distribution theory relevant to statistics obtained from a single structural equation from a system of simultaneous equations. Attention is focused on t statistics in misspecified models which have been estimated by instrumental variable techniques.

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	251-271
Nifer y tudalennau	21
Cyfnodolyn	Journal of Statistical Planning and Inference
Cyfrol	50
Rhif cyhoeddi	2
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1016/0378-3758(95)00057-7
Statws	Cyhoeddwyd - 01 Maw 1996
Cyhoeddwyd yn allanol	Ie

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10.1016/0378-3758(95)00057-7

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title = "Some consequences of model misspecification for t testing in a structural equation",

abstract = "This paper examines the distribution theory relevant to statistics obtained from a single structural equation from a system of simultaneous equations. Attention is focused on t statistics in misspecified models which have been estimated by instrumental variable techniques.",

keywords = "Conditional normal theory, Misspecified structural equations, Omitted variables, T tests",

author = "Skeels, \{Christopher L.\} and Smith, \{Murray D.\}",

note = "Funding Information: Trust as a CommonwealthV isiting Fellow and the support of the Royal Netherlands Academy of Arts and Sciencesu nder the Joint AcademiesA' ustralia-Netherlands Exchange Program. For their very helpful comments we also thank Eric Sowey, Estelle Lazer, seminar participantsa t the 1992 AustralasianM eetingof the Econometric Society and two anonymous referees.A ny remaining errors are the sole responsibilityo f the authors.",

year = "1996",

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doi = "10.1016/0378-3758(95)00057-7",

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T1 - Some consequences of model misspecification for t testing in a structural equation

AU - Skeels, Christopher L.

AU - Smith, Murray D.

N1 - Funding Information: Trust as a CommonwealthV isiting Fellow and the support of the Royal Netherlands Academy of Arts and Sciencesu nder the Joint AcademiesA' ustralia-Netherlands Exchange Program. For their very helpful comments we also thank Eric Sowey, Estelle Lazer, seminar participantsa t the 1992 AustralasianM eetingof the Econometric Society and two anonymous referees.A ny remaining errors are the sole responsibilityo f the authors.

PY - 1996/3/1

Y1 - 1996/3/1

N2 - This paper examines the distribution theory relevant to statistics obtained from a single structural equation from a system of simultaneous equations. Attention is focused on t statistics in misspecified models which have been estimated by instrumental variable techniques.

AB - This paper examines the distribution theory relevant to statistics obtained from a single structural equation from a system of simultaneous equations. Attention is focused on t statistics in misspecified models which have been estimated by instrumental variable techniques.

KW - Conditional normal theory

KW - Misspecified structural equations

KW - Omitted variables

KW - T tests

UR - https://www.scopus.com/pages/publications/0030096277

U2 - 10.1016/0378-3758(95)00057-7

DO - 10.1016/0378-3758(95)00057-7

M3 - Article

AN - SCOPUS:0030096277

SN - 0378-3758

VL - 50

SP - 251

EP - 271

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 2

ER -

Some consequences of model misspecification for t testing in a structural equation

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