Abstract
Abstract In the estimation of econometric simultaneous equations models, hypothesized necessary conditions for the identifiability of a single equation usually specify the exclusion of a number of variables from the structural equation in question. If the pre-determined variables are completely exogenous, if the disturbances in the equations are jointly normally distributed, and if a moderately high degree of precision can be obtained in reduced-form estimation, then the exact finite sample distribution of the generalized classical linear identifiability test statistic can be closely approximated by Snedecor's F with appropriate degrees of freedom.
Keywords
IdentifiabilityMathematicsApplied mathematicsDegrees of freedom (physics and chemistry)Test statisticStatisticStatisticsSampling distributionSample (material)Statistical hypothesis testing
Affiliated Institutions
Related Publications
Consistent Partial Least Squares for Nonlinear Structural Equation Models
Partial Least Squares as applied to models with latent variables, measured indirectly by indicators, is well-known to be inconsistent. The linear compounds of indicators that PL...
Econometric Analysis of Cross Section and Panel Data
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. B...
Latent Class Model Diagnosis
Summary. In many areas of medical research, such as psychiatry and gerontology, latent class variables are used to classify individuals into disease categories, often with the i...
Modelling the persistence of conditional variances
This paper will discuss the current research in building models of conditional variances using the Autoregressive Conditional Heteroskedastic (ARCH) and Generalized ARCH (GARCH)...
Linear Smoothers and Additive Models
We study linear smoothers and their use in building nonparametric regression models. In the first part of this paper we examine certain aspects of linear smoothers for scatterpl...
Publication Info
- Year
- 1960
- Type
- article
- Volume
- 55
- Issue
- 292
- Pages
- 650-650
- Citations
- 89
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
89
OpenAlex
Cite This
R. L. Basmann
(1960).
On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics.
Journal of the American Statistical Association
, 55
(292)
, 650-650.
https://doi.org/10.2307/2281588
Identifiers
- DOI
- 10.2307/2281588