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Inference on a Structural Parameter in Instrumental Variables Regression with Weak Instruments

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Author Info
Jiahui Wang (Department of Economics University of Washington)
Eric Zivot

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Abstract

In this paper we consider the problem of making inference on a structural parameter in instrumental variables regression when the instruments are only weakly correlated with the endogenous explanatory variables. Adopting a local-to-zero assumption as in Staiger and Stock (1994) on the coefficients of the instruments in the first stage equation, the asymptotic distributions of various test statistics are derived under a limited information framework. We show that Wald-type test statistics are not pivotal, thus (1-a)*100% confidence intervals implied by those test statistics can have zero coverage probability if the standard asymptotic distribution theory is used. In contrast, the likelihood type test statistics are pivotal when the model is just identified, thus providing valid confidence intervals. Even the model is overidentified, we show that the distributions of the likelihood type test statistics are bounded above by a Chi-Square distribution with degrees of freedom given by the number of instruments. Hence, we can always invert the likelihood type test statistics to obtain valid, although conservative, confidence intervals. The confidence intervals obtained by using this bounding distribution are compared with those obtained by using the standard Chi-Square 1 asymptotic distribution and an alternative bounding distribution, a transformation of the distribution of the Wilks statistic, suggested by Dufour (1994) . Confidence intervals based on our Chi-Square bounding distribution are shown to be tighter than those based on the Wilks bounding distribution by Monte Carlo experiments.

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Paper provided by EconWPA in its series Econometrics with number 9610005.

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Length: 30 pages
Date of creation: 24 Oct 1996
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Handle: RePEc:wpa:wuwpem:9610005

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Related research
Keywords: confidence intervals; GMM; hypothesis testing; instrumental variables; maximum likelihood estimation; non-identified models.;

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Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

Cited by:
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  1. Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, EconWPA. [Downloadable!]
    Other versions:
  2. Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research. [Downloadable!]
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