SOCIAL INFLUENCE PSY 140
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This 1 page Class Notes was uploaded by Nellie Runte on Thursday October 22, 2015. The Class Notes belongs to PSY 140 at University of California Santa Barbara taught by Staff in Fall. Since its upload, it has received 12 views. For similar materials see /class/227107/psy-140-university-of-california-santa-barbara in Psychlogy at University of California Santa Barbara.
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Date Created: 10/22/15
Winter 2009 Economics 140B Shapiro Notes amp Exercise Instrumental Variables The underlying model is yi xi 8i There is concern that the explanatory variable and the random error may not be uncorrelated COVX 8 0 Suppose there is a variable zi such that a Covz X at 0 b Covz S 0 n 2Xij j1 n Let ii oczi where at j1 Regress y on f and let the regression coef cient be a n n n n Zijj O Zyjzj Zyjzj Zyjzj j1 j1 j1 j1 n n n 39 quot2 Z Z 2 X1 0 ZZJ sz 2Xij H Fromthis Zyjzj 221 xjsj 22181 j1j1 jl 2Xij 2Xij 2Xij j1 j1 11 It follows that ln p11m ZS A II J J COVZS p11my quot CovzX p11m ZJzj nj1 Therefore the Instrumental Variable Estimator is consistent
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