Instrument Relevance in Multivariate Linear Models: A Simple Measure
收藏NBER1996-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0193
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资源简介：
The correlation between instruments and explanatory variables is a key determinant of the performance of the instrumental variables estimator. The R-squared from regressing the explanatory variable on the instrument vector is a useful measure of relevance in univariate models, but can be misleading
提供机构：
美国国家经济研究局
创建时间：
1996-03-01
