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Hausman test for endogeneity in SEM m... |
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Hilco posted on Thursday, November 10, 2011 - 2:54 am
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I've searched the internet and textbooks, but cannot find an answer to this question. Please help me out! It's a final step in my thesis. I have a SEM path model, consisting of all direct effects, and one mediator path. This mediator path is included in my SEM to control for the simultaneous estimation of X and Y. My thesis supervisor told me to run an additional endogeneity test, preferably a Hausman test. This Hausman works perfectly fine, indicating no endogeneity problem. But Hausman tests whether the OLS (!) coefficients are unbiased, while my theory is a SEM-like path model. Can I use this test? By the way, if I run an OLS regression model of my theory (i.e., without the mediating-path), I get both qualitatively and quantitatively similar results. |
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I don't see any problems in principle using Hausman test for endogeneity in SEM but you should still be comparing the ML estimate with the IV estimates. |
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Hilco posted on Friday, November 11, 2011 - 12:34 am
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That shoul'dn't be a problem, since these results are similar. do you perhaps have a citation that I could use to substatiate this argument? That would really help me out. |
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This is probably a good starting point and the reference there http://www.davidakenny.net/cm/iv.htm |
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Also this one Kirby, J. and K.A. Bollen. 2009. “Using Instrumental Variable (IV) Tests to Evaluate Model Specification in Latent Variable Structural Equation Models.” Sociological Methodology 39: 327-355. |
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