Correcting Regressor-Endogeneity Bias via Instrument-Free Joint Estimation Using Semiparametric Odds Ratio Models
Bibliographic record
Abstract
Endogenous regressors can lead to biased estimates for causal effects using methods assuming regressor-error independence. To correct for endogeneity bias, the authors propose a new method that accounts for the regressor-error dependence using flexible semiparametric odds ratio conditional models; the approach requires neither parametric distributional assumptions nor tuning parameters for modeling endogenous regressors' distributions conditional on the error term and exogenous regressors. Inference is achieved via optimizing the profile likelihood concentrating on the parameters of interest. The proposed approach requires no use of instrumental variables (IVs), observed or latent, that must satisfy the stringent condition of exclusion restriction. Nonnormally distributed endogenous regressors are required for model identification with a normal error distribution. The approach's flexibility in capturing regressor-error dependence increases the capability of IV-free endogeneity correction and provides opportunities to improve the accuracy of causal effect estimation. Unlike existing IV-free methods, the proposed approach can handle discrete endogenous regressors with few levels, such as binary regressors or count regressors with small means, and is thus applicable to a plethora of applications involving such regressors. The authors demonstrate the versatility of the approach for binary, count, and continuous endogenous regressors using comprehensive simulation studies and empirical data.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.018 | 0.089 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.002 |
| Scholarly communication | 0.003 | 0.003 |
| Open science | 0.003 | 0.003 |
| Research integrity | 0.002 | 0.003 |
| Insufficient payload (model declined to judge) | 0.005 | 0.001 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".