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Overidentification Tests with Grouped Data

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Author Info
Caroline Hoxby
M. Daniele Paserman

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Abstract

This paper examines the validity of overidentification tests and exogeneity tests in the presence of grouped data. We find that even a small intra-group correlation, when instruments do not vary within groups, may generate a substantial bias in the standard overidentification tests described in textbooks.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Technical Working Papers with number 0223.

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Date of creation: Feb 1998
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Handle: RePEc:nbr:nberte:0223

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Richard B. Freeman & Casey Ichniowski, 1988. "When Public Sector Workers Unionize," NBER Books, National Bureau of Economic Research, Inc, number free88-1.
  2. Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July. [Downloadable!] (restricted)
  3. Lawrence Katz & Alan Krueger, 1992. "The Effect of the Minimum Wage on the Fast Food Industry," Working Papers 678, Princeton University, Department of Economics, Industrial Relations Section.. [Downloadable!]
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  4. Kane, Thomas J & Staiger, Douglas, 1996. "Teen Motherhood and Abortion Access," The Quarterly Journal of Economics, MIT Press, vol. 111(2), pages 467-506, May. [Downloadable!] (restricted)
  5. Moulton, Brent R., 1986. "Random group effects and the precision of regression estimates," Journal of Econometrics, Elsevier, vol. 32(3), pages 385-397, August. [Downloadable!] (restricted)
  6. repec:fth:prinin:298 is not listed on IDEAS
  7. Cutler, David M & Glaeser, Edward L, 1997. "Are Ghettos Good or Bad?," The Quarterly Journal of Economics, MIT Press, vol. 112(3), pages 827-72, August.
    Other versions:
  8. Charles C. Brown & James L.. Medoff, 1988. "Employer Size, Pay, and the Ability to Pay in the Public Sector," NBER Chapters, in: When Public Sector Workers Unionize, pages 195-216 National Bureau of Economic Research, Inc. [Downloadable!]
  9. Caroline M. Hoxby, 2000. "Does Competition among Public Schools Benefit Students and Taxpayers?," American Economic Review, American Economic Association, vol. 90(5), pages 1209-1238, December. [Downloadable!] (restricted)
    Other versions:
  10. Hausman, Jerry A., 1983. "Specification and estimation of simultaneous equation models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 7, pages 391-448 Elsevier. [Downloadable!] (restricted)
  11. Jonathan Gruber, 1992. "The Efficiency of a Group-Specific Mandated Benefit: Evidence From Health Insurance Benefits for Maternity," NBER Working Papers 4157, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2002. "Instrumental variables and GMM: Estimation and testing," Boston College Working Papers in Economics 545, Boston College Department of Economics, revised 14 Feb 2003. [Downloadable!]
    Other versions:
  2. David Figlio & Jens Ludwig, 2000. "Sex, Drugs, and Catholic Schools: Private Schooling and Non-Market Adolescent Behaviors," NBER Working Papers 7990, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Alison Aughinbaugh & Maury Gittleman, 2003. "Maternal Employment and Adolescent Risky Behavior," Labor and Demography 0302002, EconWPA. [Downloadable!]
    Other versions:
  4. Roland Maude-Griffin & Roger Feldman & Douglas Wholey, 2004. "Nash bargaining model of HMO premiums," Applied Economics, Taylor and Francis Journals, vol. 36(12), pages 1329-1336, July. [Downloadable!] (restricted)
  5. Matthew Gentzkow & Jesse M. Shapiro, 2006. "Does Television Rot Your Brain? New Evidence from the Coleman Study," NBER Working Papers 12021, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Kerwin Charles & Patrick Kline, 2002. "Relational Costs and the Production of Social Capital: Evidence from Carpooling," NBER Working Papers 9041, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Cafer Kaplan & Erdal Ozmen & Cihan Yalcin, 2006. "The Determinants and Implications of Financial Asset Holdings of Non-Financial Firms in Turkey : An Emprical Investigation," Working Papers 0606, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]
  8. Caroline M. Hoxby, 2000. "Does Competition among Public Schools Benefit Students and Taxpayers?," American Economic Review, American Economic Association, vol. 90(5), pages 1209-1238, December. [Downloadable!] (restricted)
    Other versions:
  9. Hehui Jin & Yingyi Qian, . "Public vs. Private Ownership of Firms: Evidence from Rural China," Working Papers 97047, Stanford University, Department of Economics. [Downloadable!]
  10. Phoebus J. Dhrymes & Adriana Lleras-Muney, 2002. "Estimation of models with grouped and ungrouped data by means of "2SLS"," Discussion Papers 0102-66, Columbia University, Department of Economics. [Downloadable!]
  11. Jesse Rothstein, 2005. "Does Competition Among Public Schools Benefit Students and Taxpayers? A Comment on Hoxby (2000)," NBER Working Papers 11215, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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