Identification without exogeneity under equiconfounding in linear recursive structural systems

Research output: Chapter in Book/Conference proceedingChapterpeer-review

Abstract

This chapter obtains identification of structural coefficients in linear recursive systems of structural equations without requiring that observable variables are exogenous or conditionally exogenous. In particular, standard instrumental variables and control variables need not be available in these systems. Instead, we demonstrate that the availability of one or two variables that are equally affected by the unobserved confounder as is the response of interest, along with exclusion restrictions, permits the identification of all the system’s structural coefficients. We provide conditions under which equiconfounding supports either full identification of structural coefficients or partial identification in a set consisting of two points.
Original languageEnglish
Title of host publicationRecent Advances and Future Directions in Causality, Prediction, and Specification Analysis
Subtitle of host publicationEssays in Honor of Halbert L. White Jr
EditorsXiaohong Chen, Norman R. Swanson
Place of PublicationNew York
PublisherSpringer New York
Pages27-56
Number of pages30
ISBN (Electronic)9781461416531
ISBN (Print)9781461416524
DOIs
Publication statusPublished - 1 Jan 2013

Keywords

  • Causality
  • Confounding
  • Covariance Restrictions
  • Identification
  • Structural Systems

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